论文标题

将动态优化问题解决指定的精度:使用集成残差的交替方法

Solving Dynamic Optimization Problems to a Specified Accuracy: An Alternating Approach using Integrated Residuals

论文作者

Nie, Yuanbo, Kerrigan, Eric C.

论文摘要

我们提出了一种新型的直接转录和解决方案方法,用于解决非线性,连续的时间动态优化问题。新方法在最小化和约束沿整个解决方案轨迹集成的动态约束残差的平方规范之间交替,而不是强迫动态约束仅在选定数量的点上满足。结果,该方法可以1)与直接搭配方法相比,获得相同网格的较高精度的解决方案,2)在解决方案准确性和最佳性之间实现灵活的权衡,3)为具有挑战性的问题提供了可靠的解决方案,包括具有奇异弧和高索引差异差异代数方程的解决方案。

We propose a novel direct transcription and solution method for solving nonlinear, continuous-time dynamic optimization problems. Instead of forcing the dynamic constraints to be satisfied only at a selected number of points as in direct collocation, the new approach alternates between minimizing and constraining the squared norm of the dynamic constraint residuals integrated along the whole solution trajectories. As a result, the method can 1) obtain solutions of higher accuracy for the same mesh compared to direct collocation methods, 2) enables a flexible trade-off between solution accuracy and optimality, 3) provides reliable solutions for challenging problems, including those with singular arcs and high-index differential algebraic equations.

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