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Method for solving bang-bang and singular optimal control problems using adaptive Radau collocation

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  • Elisha R. Pager

    (University of Florida)

  • Anil V. Rao

    (University of Florida)

Abstract

A method is developed for solving bang-bang and singular optimal control problems using adaptive Legendre–Gauss–Radau collocation. The method is divided into several parts. First, a structure detection method is developed that identifies switch times in the control and analyzes the corresponding switching function for segments where the solution is either bang-bang or singular. Second, after the structure has been detected, the domain is decomposed into multiple domains such that the multiple-domain formulation includes additional decision variables that represent the switch times in the optimal control. In domains classified as bang-bang, the control is set to either its upper or lower limit. In domains identified as singular, the objective function is augmented with a regularization term to avoid the singular arc. An iterative procedure is then developed for singular domains to obtain a control that lies in close proximity to the singular control. The method is demonstrated on four examples, three of which have either a bang-bang and/or singular optimal control while the fourth has a smooth and nonsingular optimal control. The results demonstrate that the method of this paper provides accurate solutions to problems whose solutions are either bang-bang or singular when compared against previously developed mesh refinement methods that are not tailored for solving nonsmooth and/or singular optimal control problems, and produces results that are equivalent to those obtained using previously developed mesh refinement methods for optimal control problems whose solutions are smooth.

Suggested Citation

  • Elisha R. Pager & Anil V. Rao, 2022. "Method for solving bang-bang and singular optimal control problems using adaptive Radau collocation," Computational Optimization and Applications, Springer, vol. 81(3), pages 857-887, April.
    • Handle: RePEc:spr:coopap:v:81:y:2022:i:3:d:10.1007_s10589-022-00350-6
    DOI: 10.1007/s10589-022-00350-6
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    References listed on IDEAS

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    1. William W. Hager & Hongyan Hou & Subhashree Mohapatra & Anil V. Rao & Xiang-Sheng Wang, 2019. "Convergence rate for a Radau hp collocation method applied to constrained optimal control," Computational Optimization and Applications, Springer, vol. 74(1), pages 275-314, September.
    2. William W. Hager & Hongyan Hou & Anil V. Rao, 2016. "Convergence Rate for a Gauss Collocation Method Applied to Unconstrained Optimal Control," Journal of Optimization Theory and Applications, Springer, vol. 169(3), pages 801-824, June.
    3. C.Y. Kaya & J.L. Noakes, 2003. "Computational Method for Time-Optimal Switching Control," Journal of Optimization Theory and Applications, Springer, vol. 117(1), pages 69-92, April.
    4. M. Soledad Aronna & J. Frédéric Bonnans & Pierre Martinon, 2013. "A Shooting Algorithm for Optimal Control Problems with Singular Arcs," Journal of Optimization Theory and Applications, Springer, vol. 158(2), pages 419-459, August.
    5. William W. Hager & Hongyan Hou & Subhashree Mohapatra & Anil V. Rao & Xiang-Sheng Wang, 2019. "Correction to: Convergence rate for a Radau hp collocation method applied to constrained optimal control," Computational Optimization and Applications, Springer, vol. 74(1), pages 315-316, September.
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