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| Content Provider | ACM Digital Library |
|---|---|
| Author | Rao, Anil V. Patterson, Michael A. |
| Copyright Year | 2014 |
| Abstract | A general-purpose MATLAB software program called $\textit{GPOPS--II}$ is described for solving multiple-phase optimal control problems using variable-order Gaussian quadrature collocation methods. The software employs a Legendre-Gauss-Radau quadrature orthogonal collocation method where the continuous-time optimal control problem is transcribed to a large sparse nonlinear programming problem (NLP). An adaptive mesh refinement method is implemented that determines the number of mesh intervals and the degree of the approximating polynomial within each mesh interval to achieve a specified accuracy. The software can be interfaced with either quasi-Newton (first derivative) or Newton (second derivative) NLP solvers, and all derivatives required by the NLP solver are approximated using sparse finite-differencing of the optimal control problem functions. The key components of the software are described in detail and the utility of the software is demonstrated on five optimal control problems of varying complexity. The software described in this article provides researchers a useful platform upon which to solve a wide variety of complex constrained optimal control problems. |
| Starting Page | 1 |
| Ending Page | 37 |
| Page Count | 37 |
| File Format | |
| ISSN | 00983500 |
| e-ISSN | 15577295 |
| DOI | 10.1145/2558904 |
| Volume Number | 41 |
| Issue Number | 1 |
| Journal | ACM Transactions on Mathematical Software (TOMS) |
| Language | English |
| Publisher | Association for Computing Machinery (ACM) |
| Publisher Date | 2014-10-27 |
| Publisher Place | New York |
| Access Restriction | One Nation One Subscription (ONOS) |
| Subject Keyword | Gaussian quadrature MATLAB Optimal control Applied mathematics Direct collocation Hp--adaptive methods Numerical methods Scientific computation |
| Content Type | Text |
| Resource Type | Article |
| Subject | Applied Mathematics Software |
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