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A Simple Continuation Method for the Solution of Optimal Control Problems With State Variable Inequality Constraints

[+] Author Affiliations
Brian C. Fabien

University of Washington, Seattle, WA

Paper No. DETC2013-13617, pp. V07AT10A041; 11 pages
  • ASME 2013 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference
  • Volume 7A: 9th International Conference on Multibody Systems, Nonlinear Dynamics, and Control
  • Portland, Oregon, USA, August 4–7, 2013
  • Conference Sponsors: Design Engineering Division, Computers and Information in Engineering Division
  • ISBN: 978-0-7918-5596-6
  • Copyright © 2013 by ASME


This paper develops a simple continuation method for the approximate solution of optimal control problems with pure state variable inequality constraints. The method is based on transforming the inequality constraints into equality constraints using nonnegative slack variables. The resultant equality constraints are satisfied approximately using a quadratic loss penalty function. The solution of the original problem is obtained by solving the transformed problem with a sequence of penalty weights that tends to zero. The penalty weight is treated as the continuation parameter. The necessary conditions for a minimum are written as a boundary value problem involving index-1 differential-algebraic equations (BVP-DAE). The BVP-DAE include the complementarity conditions associated with the inequality constraints. The paper shows that the necessary conditions for optimality of the original problem and the transformed problems are remarkably similar. In particular, the BVP-DAE for each problem differ by a linear term related to the Lagrange multipliers associated with the state variable inequality constraints. Numerical examples are presented to illustrate the efficacy of the proposed technique. Specifically, the paper presents results for; (1) the optimal control of a simplified model of a gantry crane system, (2) the optimal control of a rigid body moving in the vertical plane, and (3) the trajectory optimization of a planar two-link robot. All problems include pure state variable inequality constraints.

Copyright © 2013 by ASME
Topics: Optimal control



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