A Globally Convergent, Locally Optimal Min-$H$ Algorithm for Hybrid Optimal Control

摘要: Existing algorithms for the indirect solution of hybrid optimal control problems suffer from several deficiencies: Min-$H$ are not applicable to systems and globally convergent. Indirect multiple shooting collocation difficult initialize have a small domain convergence. Contrary these existing algorithms, novel min-$H$ algorithm is introduced here, which initialized intuitively converges locally solution. The solves with autonomous switching, fixed sequence discrete states, unspecified switching times. Furthermore, convergence proposed at least quadratic near optimum, solutions found high accuracy. A numerical example shows efficiency algorithm.