A high-precision single shooting method for solving hypersensitive optimal control problems
type: Item
instance of: scholarly article
title: A high-precision single shooting method for solving hypersensitive optimal control problems
zbMATH Open document ID: 1427.49034
DOI: 10.1155/2018/7908378
author: Binfeng Pan
author: Yang Wang
author: Shaohua Tian
published in: Mathematical Problems in Engineering
publication date: 2019-02-08T00:00:00Z
review text: Summary: Solving hypersensitive optimal control problems is a long-standing challenge for decades in optimization engineering, mainly due to the possible nonexistence of the optimal solution to meet the required error tolerance under double-precision arithmetic and the hypersensitivity of the optimal solution with respect to the initial conditions. In this paper, a new high-precision single shooting method is presented to address the above two difficulties. Multiple-precision arithmetic and Taylor series method are introduced to provide the accurate optimal solution with arbitrary higher significant digits and arbitrary higher integral accuracy, respectively. Besides, a new modified bidirectional single shooting method is developed, which fully utilizes the three-segment structure of the hypersensitive optimal control problems and provides appropriate initial guess that is close to the optimal solutions. Numerical demonstrations in a typical hypersensitive optimal control problem are presented to illustrate the effectiveness of this new method, which indicates that the accurate optimal solution of this challenging problem can be easily solved by this simple single shooting method within several iterations.
Mathematics Subject Classification ID: 49M20
Mathematics Subject Classification ID: 65K10
Mathematics Subject Classification ID: 49M37
zbMATH DE Number: 7019508
describes a project that uses: OTIS
describes a project that uses: CUDA
describes a project that uses: advanpix
describes a project that uses: SOCS
describes a project that uses: GPOPS
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2018/7908378
OpenAlex ID: W2797826388
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Wikidata QID: Q129976599
description: scientific article; zbMATH DE number 7019508