<p>The augmented evolution equation is established under the framework of the Variation Evolving Method (VEM) that seeks optimal solutions by solving the transformed Initial-Value Problems (IVPs). To improve the numerical performance, its compact form is developed herein. Through replacing the states and costates variation evolution with that of the controls, the dimension-reduced Evolution Partial Differential Equation (EPDE) only solves the control variables along the variation time to get the optimal solution, and the initial conditions for the definite solution may be arbitrary. With this equation, the scale of the resulting IVPs, obtained via the semi-discrete method, is significantly reduced and they may be solved with common Ordinary Differential Equation (ODE) integration methods conveniently. Meanwhile, the state and the costate dynamics share consistent stability in the numerical computation and this avoids the intrinsic numerical difficulty as in the indirect methods. Numerical examples are solved and it is shown that the compact form evolution equation outperforms the primary form in the precision, and the efficiency may be higher for the dense discretization. Actually, it is uncovered that the compact form of the augmented evolution equation is a continuous realization of the Newton type iteration mechanism.</p>

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Compact formulation of the augmented evolution equation for optimal control computation

  • Sheng Zhang,
  • Jiangtao Huang,
  • Gang Liu,
  • Fei Liao,
  • Fangfang Hu

摘要

The augmented evolution equation is established under the framework of the Variation Evolving Method (VEM) that seeks optimal solutions by solving the transformed Initial-Value Problems (IVPs). To improve the numerical performance, its compact form is developed herein. Through replacing the states and costates variation evolution with that of the controls, the dimension-reduced Evolution Partial Differential Equation (EPDE) only solves the control variables along the variation time to get the optimal solution, and the initial conditions for the definite solution may be arbitrary. With this equation, the scale of the resulting IVPs, obtained via the semi-discrete method, is significantly reduced and they may be solved with common Ordinary Differential Equation (ODE) integration methods conveniently. Meanwhile, the state and the costate dynamics share consistent stability in the numerical computation and this avoids the intrinsic numerical difficulty as in the indirect methods. Numerical examples are solved and it is shown that the compact form evolution equation outperforms the primary form in the precision, and the efficiency may be higher for the dense discretization. Actually, it is uncovered that the compact form of the augmented evolution equation is a continuous realization of the Newton type iteration mechanism.