A mixed-binary non-linear programming approach for the numerical solution of a family of singular optimal control problems

• Type: Article in International Scientific Journal
• Date: 2017

Authors

Maria do Rosário de Pinho (Author) FEUP; Zahra Forouzandeh (Author) Other; M. Shamsi (Author) Other

Journal

Title: International Journal of Control

Vol. 92 No. 7

Pages: 1551-1566

ISSN: 0020-7179

Publisher: Taylor & Francis

Indexing

ISI Web of Knowledge - 9 Citations

ISI Web of Science

Scopus - 10 Citations

Other information

Authenticus ID: P-00N-DFQ

DOI: 10.1080/00207179.2017.1399216

Abstract (EN): This paper presents a new approach for the efficient solution of singular optimal control problems (SOCPs). A novel feature of the proposed method is that it does not require a priori knowledge of the structure of solution. At first, the SOCP is converted into a binary optimal control problem. Then, by utilising the pseudospectral method, the resulting problem is transcribed to a mixed-binary non-linear programming problem. This mixed-binary non-linear programming problem, which can be solved by well-known solvers, allows us to detect the structure of the optimal control and to compute the approximating solution. The main advantages of the present method are that: (1) without a priori information, the structure of optimal control is detected; (2) it produces good results even using a small number of collocation points; (3) the switching times can be captured accurately. These advantages are illustrated through a numerical implementation of the method on four examples. © 2017 Informa UK Limited, trading as Taylor & Francis Group

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 16