Sensitivity of optimal control to final state specification by a combined continuation and nonlinear programming approach

✍ Scribed by Oscar Rosen; Rein Luus

• Publisher: Elsevier Science
• Year: 1989
• Tongue: English
• Weight: 784 KB
• Volume: 44
• Category: Article
• ISSN: 0009-2509
• DOI: 10.1016/0009-2509(89)85196-6

✦ Synopsis

To

establish the sensitivity of final state specification on optimal control of nonlinear systems, the problems are transformed into finite dimensional optimization problems suitable for nonlinear programming (NLP). The optimal solution is found by solving a sequence of problems related by a continuation parameter. The effect of the final state constraints on the optimal control policy is provided by the relative values of the Lagrange multipliers that are available from the optimization method. The viability of the method is illustrated by using nonlinear engineering problems. It is shown that the optimal objective can sometimes be influenced significantly by very small changes in the specification of the final state.