Nonlinear programming approach for optimal control problems
Optimal control problem, which is a dynamic optimization problem over a time horizon, is a practical problem in determining control and state trajectories to minimize a cost functional. The applications of this optimization problem have been well-defined over past decades. However, the use of nonlin...
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| Format: | Conference or Workshop Item |
| Diterbitkan: |
2013
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| Subjek-subjek: | |
| Capaian Atas Talian: | http://eprints.uthm.edu.my/4432/ http://eprints.uthm.edu.my/4432/1/ICO010.pdf |
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| Ringkasan: | Optimal control problem, which is a dynamic
optimization problem over a time horizon, is a practical problem
in determining control and state trajectories to minimize a cost
functional. The applications of this optimization problem have
been well-defined over past decades. However, the use of
nonlinear programming (NLP) approach for solving optimal
control problems is still a potential research topic. In this paper,
a formulation of NLP model for optimal control problems is
done. In our model, a class of the difference equations, which is
nature in discrete time or is discretized by using the
approximation scheme, is considered. Based on the control
parameterization approach, the optimal control problem is
generalized in the canonical form as a mathematical optimization
problem. The control variables are defined as control parameters
and their values are then calculated. In doing so, the gradient
formula of the cost function and the corresponding constraints is
derived and is presented as an algorithm. The optimal solution of
NLP model approximates closely to the true solution of the
original optimal control problem at the end of the computation
procedure. For illustration, four examples are studied and the
results show the efficiency of the approach proposed. |
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