A Fast, Robust Numerical Method for Solving Optimal Control Problems

摘要：

Generalized Lagrange Multiplier, combined with QuasiNewtons method, is proposed for fast solving terminal constrained optimal control problems. The control variables are discretized and the optimal control problem is converted into Nonlinear Programming (NLP) with 4th Admas predict-modification scheme as integrating procedure. Generalized Lagrange Multiplier (GLM) is introduced to eliminate constraints in NLP, and the obtained unconstrained NLP is solved with Quasi-Newtons method. Numerical experiments on a simple nonlinear optimal control problem and the complicated lunar soft landing problem demonstrate efficiency, robustness and good accuracy of this method.

关键词： optimal control Generalized Lagrange Multiplier Quasi-Newton s method lunar soft landing

作者: Liu Peng Zhao Jisong Gu Liangxian

作者单位: School of Astronautics, Northwestern Polytechnic University Xian, China

会议类型: 国际会议

会议名称: 2011 2nd International Conference on Data Storage and Data Engineering(DSDE 2011)(2011年第二届数据存储与数据工程国际会议)

会议地点: 西安

会议语种:英文

页码: 300-304

在线出版日期: 2011-05-13（万方平台首次上网日期，不代表论文的发表时间）