电光与控制, 2020, 27 (6): 63, 网络出版: 2020-12-25  

最优控制问题的伪谱法求解理论与应用

Pseudo-Spectral Method for Optimal Control Problem:Theory and Application
作者单位
1 中国工程物理研究院电子工程研究所,四川 绵阳 621900
2 西南科技大学,a.计算机科学与技术学院
3 b.信息工程学院,四川 绵阳 621010
摘要
伪谱法将连续的最优控制问题转换为离散的非线性规划问题,通过非线性规划离散解插值获得原问题的解,即连续的控制函数与状态函数。首先,梳理伪谱法解最优控制问题的基础理论与求解的一般过程;其次,归纳伪谱法求解的一致性原则,包括解的存在性、可行性和最优性;然后,推导保证解一致性的方法,通过3种情况算例仿真验证了一致性原则与方法的适用性;最后,总结伪谱法的特点,提出不同应用场景下的一般求解思路和新的研究挑战。
Abstract
The pseudo-spectral method can transform the continuous Optimal Control Problem (OCP) into a discrete Nonlinear Programming(NLP)Problem, and the solution of the original OCP is obtained by interpolation on discrete solution of NLP, which is a continuous function of the state and control.Firstly, the basic theory and general process of solving the OCP with the pseudo-spectral method are analysed.The consistency principle of the pseudo-spectral method is concluded, including the existence, feasibility and optimality.Then, methods are derived to ensure the consistency of the solution, and the applicability of the consistency principle and the method is verified through three case simulations.Finally, the characteristics of pseudo-spectral method are summarized, and general solution strategies of different scenarios and new research challenges are proposed.

黄俊, 刘知贵, 刘志勤, 王庆凤. 最优控制问题的伪谱法求解理论与应用[J]. 电光与控制, 2020, 27(6): 63. HUANG Jun, LIU Zhigui, LIU Zhiqin, WANG Qingfeng. Pseudo-Spectral Method for Optimal Control Problem:Theory and Application[J]. Electronics Optics & Control, 2020, 27(6): 63.

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