Article ID: | iaor20032440 |
Country: | United Kingdom |
Volume: | 34 |
Issue: | 2 |
Start Page Number: | 155 |
End Page Number: | 173 |
Publication Date: | Mar 2002 |
Journal: | Engineering Optimization |
Authors: | Hu G.S., Ong C.J., Teo C.L. |
Keywords: | control, optimization, programming: nonlinear |
An enhanced scheme of transcribing the system dynamics for the numerical solution of optimal control problems is proposed. This new scheme is based on the standard method of direct collocation that converts an optimal control problem into a nonlinear programming problem via simultaneous state and control discretization. When compared with the standard method, the enhanced scheme has the advantage of higher solution accuracy with minimal additional computational effort. It is particularly suited for systems with states that are related to each other in a special form. For such systems, the ensuing nonlinear programming problem has the same number of constraints as those using the standard method. Numerical results on several optimal control problems using the enhanced scheme are presented, together with comparisons with the results obtained from the standard scheme.