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Direct solution of nonlinear optimal control problems using quasilinearization and Chebyshev polynomials. (English) Zbl 1010.93507
Summary: A numerical method to solve nonlinear optimal control problems with terminal state constraints, control inequality constraints and simple bounds on the state variables, is presented. The method converts the optimal control problem into a sequence of quadratic programming problems. To this end, the quasilinearization method is used to replace the nonlinear optimal control problem with a sequence of constrained linear-quadratic optimal control problems, then each of the state variables is approximated by a finite length Chebyshev series with unknown parameters. The method gives the information of the quadratic programming problem explicitly (the Hessian, the gradient of the cost function and the Jacobian of the constraints). To show the effectiveness of the proposed method, the simulation results of two constrained nonlinear optimal control problems are presented.

93C10 Nonlinear systems in control theory
93B18 Linearizations
90C20 Quadratic programming
Full Text: DOI
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