Algorithm 902

Abstract

An algorithm is described to solve multiple-phase optimal control problems using a recently developed numerical method called the Gauss pseudospectral method . The algorithm is well suited for use in modern vectorized programming languages such as FORTRAN 95 and MATLAB. The algorithm discretizes the cost functional and the differential-algebraic equations in each phase of the optimal control problem. The phases are then connected using linkage conditions on the state and time. A large-scale nonlinear programming problem (NLP) arises from the discretization and the significant features of the NLP are described in detail. A particular reusable MATLAB implementation of the algorithm, called GPOPS , is applied to three classical optimal control problems to demonstrate its utility. The algorithm described in this article will provide researchers and engineers a useful software tool and a reference when it is desired to implement the Gauss pseudospectral method in other programming languages.

Document Details

Document Type
Pub Defense Publication
Publication Date
Apr 01, 2010
Source ID
10.1145/1731022.1731032

Entities

People

  • Anil V. Rao
  • Camila Francolin
  • Christopher Darby
  • David A. Benson
  • Geoffrey T. Huntington
  • Ilyssa Sanders
  • Michael A. Patterson

Organizations

  • Army Research Office
  • Blue Origin
  • Charles Stark Draper Laboratory
  • Office of Naval Research
  • University of Florida

Tags

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Operations Research
  • Software Engineering.