GPOPS-II: A MATLAB Software for Solving Multiple-Phase Optimal Control Problems Using hp-Adaptive Gaussian Quadrature Collocation Methods and Sparse Nonlinear Programming

作者: Michael A. Patterson , Anil V. Rao

DOI: 10.1145/2558904

关键词:

摘要: A general-purpose MATLAB software program called GPOPS--II is described for solving multiple-phase optimal control problems using variable-order Gaussian quadrature collocation methods. The employs a Legendre-Gauss-Radau orthogonal method where the continuous-time problem transcribed to large sparse nonlinear programming (NLP). An adaptive mesh refinement implemented that determines number of intervals and degree approximating polynomial within each interval achieve specified accuracy. can be interfaced with either quasi-Newton (first derivative) or Newton (second NLP solvers, all derivatives required by solver are approximated finite-differencing functions. key components in detail utility demonstrated on five varying complexity. this article provides researchers useful platform upon which solve wide variety complex constrained problems.

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