Successive Chebyshev pseudospectral convex optimization method for nonlinear optimal control problems

Yang Li

doi:10.1002/rnc.5814

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Successive Chebyshev pseudospectral convex optimization method for nonlinear optimal control problems

2021-10-12

PRE

DOI：10.1002/rnc.5814

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Abstract

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This article aims at proposing a successive Chebyshev pseudospectral convex optimization method for solving general nonlinear optimal control problems (OCPs). First, Chebyshev pseudospectral discrete scheme is used to discretize a general nonlinear OCP. At the same time, a convex subproblem is formulated by using the first-order Taylor expansion to convexify the discretized nonlinear dynamic constraints. Second, a trust-region penalty term is added to the performance index of the subproblem, and a successive convex optimization algorithm is proposed to solve the subproblem iteratively. Noted that the trust-region penalty parameters can be adjusted according to the linearization error in iterative process, which improves convergence rate. Third, the Karush-Kuhn-Tucker conditions of the subproblem are derived, and furthermore, a proof is given to show that the algorithm will iteratively converge to the subproblem. Additionally, the global convergence of the algorithm is analyzed and proved, which is based on three key lemmas. Finally, the orbit transfer problem of spacecraft is used to test the performance of the proposed method. The simulation results demonstrate the optimal control is bang-bang form, which is consistent with the result of theoretical proof. Also, the algorithm is of efficiency, fast convergence rate, and high accuracy. Therefore, the proposed method provides a new approach for solving nonlinear OCPs online and has great potential in engineering practice.

Keywords:

Chebyshev pseudospectral method

convex optimization

optimal control

orbit transfer

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