화학공학소재연구정보센터
IEEE Transactions on Automatic Control, Vol.40, No.10, 1793-1796, 1995
The Pseudospectral Legendre Method for Discretizing Optimal-Control Problems
This paper presents a computational technique for optimal control problems including state and control inequality constraints. The technique is based on spectral collocation methods used in the solution of differential equations. The system dynamics are collocated at Legendre-Gauss-Lobatto points. The derivative x(t) of the state x(t) is approximated by the analytic derivative of the corresponding interpolating polynomial. State and control inequality constraints are collocated at Legendre-Gauss-Lobatto nodes. The integral involved in the definition of the performance index is discretized based on Gauss-Lobatto quadrature rule. The optimal control problem is thereby converted into a mathematical programming program. Thus existing, well-developed optimization algorithms may be used to solve the transformed problem. The method is easy to implement, capable of handling various types of constraints, and yields very accurate results. Illustrative examples are included to demonstrate the capability of the proposed method, and a comparison is made with existing methods in the literature.