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LPT-2004-24  [BibTeX]

Martin Schlegel, Wolfgang Marquardt:

Direct sequential dynamic optimization with automatic switching structure detection

DYCOPS 7, Cambridge, USA

Abstract:
In this paper we present a novel method for the numerical solution of dynamic optimization problems. After obtaining a first solution at a coarse resolution of the control profiles with a direct sequential approach, the structure of the control profiles is analyzed for possible switching times and arcs. Subsequently, the problem is reformulated and solved as a multi-stage problem, with each stage corresponding to a potential arc. Order and resolution of the control parameterization are adapted to the type of the particular arc. with a case study we show that accurate solutions with only few degrees of freedom can be obtained.

Keywords:
optimal control, dynamic optimization, sequential approach, solution structure, switching times, arcs, multi-stage problem

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