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An adaptive mesh refinement and error estimation method for numerically solving optimal control problems is developed using Legendre-Gauss-Radau direct collocation. In regions of the solution where the desired accuracy tolerance has not…

Optimization and Control · Mathematics 2024-10-11 George V. Haman , Anil V. Rao

A mesh refinement method is developed for solving bang-bang optimal control problems using direct collocation. The method starts by finding a solution on a coarse mesh. Using this initial solution, the method then determines automatically…

Optimization and Control · Mathematics 2019-05-31 Yunus M. Agamawi , William W. Hager , Anil V. Rao

A new method is developed for solving optimal control problems whose solutions are nonsmooth. The method developed in this paper employs a modified form of the Legendre-Gauss-Radau orthogonal direct collocation method. This modified…

Optimization and Control · Mathematics 2020-11-10 Joseph D. Eide , William W. Hager , Anil V. Rao

A modified form of Legendre-Gauss orthogonal direct collocation is developed for solving optimal control problems whose solutions are nonsmooth due to control discontinuities. This new method adds switch-time variables, control variables,…

Optimization and Control · Mathematics 2024-06-12 Gabriela Abadia-Doyle , Anil V. Rao

Solutions to optimal control problems can be discontinuous, even if all the functionals defining the problem are smooth. This can cause difficulties when numerically computing solutions to these problems. While conventional numerical…

Optimization and Control · Mathematics 2022-11-21 Lucian Nita , Eric C. Kerrigan , Eduardo M. G. Vila , Yuanbo Nie

We propose a novel early-terminating mesh refinement strategy using an integrated residual method to solve dynamic feasibility problems. As a generalization of direct collocation, the integrated residual method is used to approximate an…

Optimization and Control · Mathematics 2024-03-13 Eduardo M. G. Vila , Eric C. Kerrigan , Paul Bruce

A warm start method is developed for efficiently solving complex chance constrained optimal control problems. The warm start method addresses the computational challenges of solving chance constrained optimal control problems using biased…

Optimization and Control · Mathematics 2020-07-22 Rachel E. Kiel , Mrinal Kumar , Anil V. Rao

A method is developed for solving bang-bang and singular optimal control problems using adaptive Legendre-Gauss-Radau (LGR) collocation. The method is divided into several parts. First, a structure detection method is developed that…

Optimization and Control · Mathematics 2022-01-28 Elisha R. Pager , Anil V. Rao

An adaptive direct collocation method is developed for solving optimal control problems constrained by parabolic partial differential equations. The partial differential equation is first reformulated in a variational setting, where the…

Optimization and Control · Mathematics 2026-03-18 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

A new method is developed for accurately approximating the solution to state-variable inequality path constrained optimal control problems using a multiple-domain adaptive Legendre-Gauss-Radau collocation method. The method consists of the…

Optimization and Control · Mathematics 2024-01-05 Cale A. Byczkowski , Anil V. Rao

A method is presented for the numerical solution of optimal boundary control problems governed by parabolic partial differential equations. The continuous space-time optimal control problem is transcribed into a sparse nonlinear programming…

Optimization and Control · Mathematics 2026-03-17 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

We propose joining a flexible mesh design with an integrated residual transcription in order to improve the accuracy of numerical solutions to optimal control problems. This approach is particularly useful when state or input trajectories…

Systems and Control · Electrical Eng. & Systems 2024-10-31 Lucian Nita , Eric C. Kerrigan

This paper presents an enhanced direct-method-based approach for the real-time solution of optimal control problems to handle path constraints, such as obstacles. The principal contributions of this work are twofold: first, the existing…

Systems and Control · Electrical Eng. & Systems 2024-03-05 Juho Bae , Ji Hoon Bai , Byung-Yoon Lee , Jun-Yong Lee

Presence of a high-dimensional stochastic parameter space with discontinuities poses major computational challenges in analyzing and quantifying the effects of the uncertainties in a physical system. In this paper, we propose a stochastic…

Numerical Analysis · Mathematics 2018-08-01 Anindya Bhaduri , Yanyan He , Michael D. Shields , Lori Graham-Brady , Robert M. Kirby

Introducing flexibility in the time-discretisation mesh can improve convergence and computational time when solving differential equations numerically, particularly when the solutions are discontinuous, as commonly found in control problems…

Optimization and Control · Mathematics 2023-06-27 Lucian Nita , Eduardo M. G. Vila , Marta A. Zagorowska , Eric C. Kerrigan , Yuanbo Nie , Ian McInerney , Paola Falugi

An optimal guidance method is developed that reduces sensitivity to parameters in the dynamic model. The method combines a previously developed method for guidance and control using adaptive Legendre-Gauss-Radau (LGR) collocation and a…

Optimization and Control · Mathematics 2024-08-09 Katrina L. Winkler , Anil V. Rao

In this work, we study the gradient projection method for solving a class of stochastic control problems by using a mesh free approximation approach to implement spatial dimension approximation. Our main contribution is to extend the…

Optimization and Control · Mathematics 2021-04-21 Hui Sun , Feng Bao

This paper deals with optimal control problems described by a controlled version of Moreau's sweeping process governed by convex polyhedra, where measurable control actions enter additive perturbations. This class of problems, which…

Optimization and Control · Mathematics 2018-08-14 Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen

This work introduces a novel discontinuity-tracking framework for resolving discontinuous solutions of conservation laws with high-order numerical discretizations that support inter-element solution discontinuities, such as discontinuous…

Numerical Analysis · Mathematics 2018-05-09 Matthew J. Zahr , Per-Olof Persson

We design and analyze a new adaptive stabilized finite element method. We construct a discrete approximation of the solution in a continuous trial space by minimizing the residual measured in a dual norm of a discontinuous test space that…

Numerical Analysis · Mathematics 2020-04-22 Victor M. Calo , Alexandre Ern , Ignacio Muga , Sergio Rojas
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