Imperial College London
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ProfessorEricKerrigan

Faculty of Engineering, Department of Electrical and Electronic Engineering

Professor of Control and Optimization
 
 
 
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Contact

 

+44 (0)20 7594 6343e.kerrigan Website

 
 
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Assistant

 

Mrs Raluca Reynolds +44 (0)20 7594 6281

 
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Location

 

1114Electrical EngineeringSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@inproceedings{Neuenhofen:2021:10.1109/CDC42340.2020.9304216,
author = {Neuenhofen, MP and Kerrigan, E},
doi = {10.1109/CDC42340.2020.9304216},
pages = {456--463},
publisher = {IEEE},
title = {An integral penalty-barrier direct transcription method for optimal control},
url = {http://dx.doi.org/10.1109/CDC42340.2020.9304216},
year = {2021}
}
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RIS format (EndNote, RefMan)

TY  - CPAPER
AB  - Some direct transcription methods can fail to converge, e.g. when there are singular arcs. We recently introduced a convergent direct transcription method for optimal control problems, called the penalty-barrier finite element method (PBF). PBF converges under very weak assumptions on the problem instance. PBF avoids the ringing between collocation points, for example, by avoiding  collocation entirely. Instead, equality path constraint residuals are forced to zero everywhere by an integral quadratic penalty term.We highlight conceptual differences between collocation- and penalty-type direct transcription methods. Theoretical convergence results for both types of methods are reviewed and compared. Formulas for implementing PBF are presented, with details on the formulation as a nonlinear program (NLP), sparsity and solution. Numerical experiments compare PBF against several collocation methods with regard to robustness, accuracy, sparsity and computational cost. We show that the computational cost, sparsity and construction of the NLP functions are roughly the same as for orthogonal collocation methods of the same degree and mesh. As an advantage, PBF converges in cases where collocation methods fail. PBF also allows one to trade off computational cost, optimality and  violation of differential and other equality equations against each other.
AU  - Neuenhofen,MP
AU  - Kerrigan,E
DO  - 10.1109/CDC42340.2020.9304216
EP  - 463
PB  - IEEE
PY  - 2021///
SP  - 456
TI  - An integral penalty-barrier direct transcription method for optimal control
UR  - http://dx.doi.org/10.1109/CDC42340.2020.9304216
UR  - http://hdl.handle.net/10044/1/83171
ER  -
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