Nothing Special   »   [go: up one dir, main page]

skip to main content
research-article
Open access

GPOPS-II: A MATLAB Software for Solving Multiple-Phase Optimal Control Problems Using hp-Adaptive Gaussian Quadrature Collocation Methods and Sparse Nonlinear Programming

Published: 27 October 2014 Publication History

Abstract

A general-purpose MATLAB software program called GPOPS--II is described for solving multiple-phase optimal control problems using variable-order Gaussian quadrature collocation methods. The software employs a Legendre-Gauss-Radau quadrature orthogonal collocation method where the continuous-time optimal control problem is transcribed to a large sparse nonlinear programming problem (NLP). An adaptive mesh refinement method is implemented that determines the number of mesh intervals and the degree of the approximating polynomial within each mesh interval to achieve a specified accuracy. The software can be interfaced with either quasi-Newton (first derivative) or Newton (second derivative) NLP solvers, and all derivatives required by the NLP solver are approximated using sparse finite-differencing of the optimal control problem functions. The key components of the software are described in detail and the utility of the software is demonstrated on five optimal control problems of varying complexity. The software described in this article provides researchers a useful platform upon which to solve a wide variety of complex constrained optimal control problems.

References

[1]
Abramowitz, M. and Stegun, I. 1965. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Dover Publications, New York.
[2]
Åkesson, J., Arzen, K. E., Gäfert, M., Bergdahl, T., and Tummescheit, H. 2010. Modeling and optimization with optimica and JModelica.org -- Languages and tools for solving large-scale dynamic optimization problems. Comput. Chem. Eng. 34, 11, 1737--1749.
[3]
Babuska, I. and Rheinboldt, W. C. 1979. Reliable error estimation and mesh adaptation for the finite element method. In Proceedings of the 2nd International Conference on Computational Methods in Nonlinear Mechanics (Univ. Texas Austin). North-Holland, Amsterdam-New York, 67--108.
[4]
Babuska, I. and Rheinboldt, W. C. 1981. A posteriori error analysis of finite element solutions for one-dimensional problems. SIAM Numer. J. Anal. 18, 565--589.
[5]
Babuska, I. and Rheinboldt, W. C. 1982. Computational error estimates and adaptive processes for some nonlinear structural problems. Comput. Meth. Appl. Mech. Eng. 34, 1--3, 895--937.
[6]
Babuska, I., Zienkiewicz, O. C., Gago, J., and de A. Oliveira, E. R. 1986. Accuracy Estimates and Adaptive Refinements in Finite Element Computations. John Wiley & Sons, Chichester.
[7]
Bate, R. R., Mueller, D. D., and White, J. E. 1971. Fundamentals of Astrodynamics. Dover Publications, Mineola, New York.
[8]
Becerra, V. M. 2009. PSOPT Optimal Control Solver User Manual. University of Reading. http://www.psopt.org.
[9]
Benson, D. A. 2004. A Gauss pseudospectral transcription for optimal control. Ph.D. thesis, Department of Aeronautics and Astronautics, Massachusetts Institute of Technology, Cambridge, MA.
[10]
Benson, D. A., Huntington, G. T., Thorvaldsen, T. P., and Rao, A. V. 2006. Direct trajectory optimization and costate estimation via an orthogonal collocation method. J. Guid. Control, Dynam. 29, 6, 1435--1440.
[11]
Betts, J. T. 1990. Sparse jacobian updates in the collocation method for optimal control problems. J. Guid. Control, Dynam. 13, 3, 409--415.
[12]
Betts, J. T. 1998. Survey of numerical methods for trajectory optimization. J. Guid. Control, Dynam. 21, 2, 193--207.
[13]
Betts, J. T. 2010. Practical Methods for Optimal Control and Estimation Using Nonlinear Programming. SIAM Press, Philadelphia, PA.
[14]
Betts, J. T. 2013. Sparse optimization suite (SOS). Applied Mathematical Analysis, LLC. (Based on the Algorithms Published in Betts, J. T., Practical Methods for Optimal Control and Estimation Using Nonlinear Programming. SIAM Press, Philadelphia, PA. (2010).)
[15]
Biegler, L. T., Ghattas, O., Heinkenschloss, M., and van Bloemen Waanders, B., Eds. 2003. Large-Scale PDE Constrained Optimization. Lecture Notes in Computational Science and Engineering, vol. 30, Springer-Verlag, Berlin.
[16]
Biegler, L. T. and Zavala, V. M. 2008. Large-scale nonlinear programming using IPOPT: An integrating framework for enterprise-wide optimization. Comput. Chem. Eng. 33, 3, 575--582.
[17]
Byrd, R. H., Nocedal, J., and Waltz, R. A. 2006. Knitro: An integrated package for nonlinear optimization. In Large Scale Nonlinear Optimization, Springer Verlag, 35--59.
[18]
Canuto, C., Hussaini, M. Y., Quarteroni, A., and Zang, T. A. 1988. Spectral Methods in Fluid Dynamics. Spinger-Verlag, Berlin, Germany.
[19]
Darby, C. L., Garg, D., and Rao, A. V. 2011a. Costate estimation using multiple-interval pseudospectral methods. J. Spacecraft Rockets 48, 5, 856--866.
[20]
Darby, C. L., Hager, W. W., and Rao, A. V. 2011b. Direct trajectory optimization using a variable low-order adaptive pseudospectral method. J. Spacecraft Rockets 48, 3, 433--445.
[21]
Darby, C. L., Hager, W. W., and Rao, A. V. 2011c. An hp-adaptive pseudospectral method for solving optimal control problems. Optim. Cont. Appl. Meth. 32, 4, 476--502.
[22]
Elnagar, G., Kazemi, M., and Razzaghi, M. 1995. The pseudospectral Legendre method for discretizing optimal control problems. IEEE Trans. Automat. Cont. 40, 10, 1793--1796.
[23]
Elnagar, G. and Razzaghi, M. 1998. A collocation-type method for linear quadratic optimal control problems. Optim. Control Appl. Meth. 18, 3, 227--235.
[24]
Falugi, P., Kerrigan, E., and van Wyk, E. 2010. Imperial College London Optimal Control Software User Guide(ICLOCS). Department of Electrical Engineering, Imperial College London, London, UK.
[25]
Fornberg, B. 1998. A Practical Guide to Pseudospectral Methods. Cambridge University Press, New York.
[26]
Garg, D., Hager, W. W., and Rao, A. V. 2011a. Pseudospectral methods for solving infinite-horizon optimal control problems. Automatica 47, 4, 829--837.
[27]
Garg, D., Patterson, M., Francolin, C., Darby, C., Huntington, G., Hager, W. W., and Rao, A. V. 2011b. Direct trajectory optimization and costate estimation of finite-horizon and infinite-horizon optimal control problems using a Radau pseudospectral method. Computat. Optim. Appl. 49, 2, 335--358.
[28]
Garg, D., Patterson, M., Hager, W. W., Rao, A. V., Benson, D. A., and Huntington, G. T. 2010. A unified framework for the numerical solution of optimal control problems using pseudospectral methods. Automatica 46, 11, 1843--1851.
[29]
Gill, P. E., Murray, W., and Saunders, M. A. 2002. SNOPT: An SQP algorithm for large-scale constrained optimization. SIAM Review 47, 1, 99--131.
[30]
Gill, P. E., Murray, W., and Wright, M. H. 1981. Practical Optimization. Academic Press, London.
[31]
Goh, C. J. and Teo, K. L. 1988. Control parameterization: A unified approach to optimal control problems with general constraints. Automatica 24, 1, 3--18.
[32]
Gong, Q., Fahroo, F., and Ross, I. M. 2008a. Spectral algorithm for pseudospectral methods in optimal control. J. Guidance, Control Dynam. 31, 3, 460--471.
[33]
Gong, Q., Ross, I. M., Kang, W., and Fahroo, F. 2008b. Connections between the covector mapping theorem and convergence of pseudospectral methods. Computat. Optim. Appl. 41, 3, 307--335.
[34]
Houska, B., Ferreau, H. J., and Diehl, M. 2011. ACADO toolkit -- an open-source framework for automatic control and dynamic optimization. Optim. Control Appl. Meth. 32, 3, 298--312.
[35]
Huntington, G. T., Benson, D. A., and Rao, A. V. 2007. Optimal configuration of tetrahedral spacecraft formations. J. Astronaut. Sci. 55, 2, 141--169.
[36]
Huntington, G. T. and Rao, A. V. 2008. Optimal reconfiguration of spacecraft formations using the Gauss pseudospectral method. J. Guid. Control, Dynam. 31, 3, 689--698.
[37]
Jain, D. and Tsiotras, P. 2008. Trajectory optimization using multiresolution techniques. J. Guid. Control, Dynam. 31, 5, 1424--1436.
[38]
Jansch, C., Well, K. H., and Schnepper, K. 1994. GESOP - Eine Software Umgebung Zur Simulation Und Optimierung. Proceedings des SFB.
[39]
Kameswaran, S. and Biegler, L. T. 2008. Convergence rates for direct transcription of optimal control problems using collocation at Radau points. Computat. Optim. Appls. 41, 1, 81--126.
[40]
Leineweber, D. B. 1998. Efficient reduced SQP methods for the optimization of chemical processes described by large space DAE models. Ph.D. thesis, Universität Heidelberg, Interdisziplinäres Zentrum für Wissenschaftliches Rechnen (IWR).
[41]
MUMPS. 2011. Multifrontal Massively Parallel Solver (MUMPS 4.10.0) User’s guide.
[42]
Patterson, M. A. and Rao, A. V. 2012. Exploiting sparsity in direct collocation pseudospectral methods for solving optimal control problems. J. Spacecraft Rockets 49, 2, 364--377.
[43]
Patterson, M. A., Rao, A. V., and Hager, W. W. 2014. A ph mesh refinement method for optimal control. Optim. Contr. Appl. Methods. DOI 10.1002/oca2114.
[44]
Pietz, J. A. 2003. Pseudospectral collocation methods for the direct transcription of optimal control problems. M.S. thesis, Rice University, Houston, TX.
[45]
Rao, A. V., Benson, D. A., Darby, C., Patterson, M. A., Francolin, C., Sanders, I., and Huntington, G. T. 2010. Algorithm 902: GPOPS, A MATLAB software for solving multiple-phase optimal control problems using the Gauss pseudospectral method. ACM Trans. Math. Softw. 37, 2, 22:1--22:39.
[46]
Rao, A. V. and Mease, K. D. 2000. Eigenvector approximate dichotomic basis method for solving hyper-sensitive optimal control problems. Optim. Control Appl. Methods 21, 1, 1--19.
[47]
Trefethen, L. N. 2000. Spectral Methods Using MATLAB. SIAM Press, Philadelphia, PA.
[48]
Vlases, W. G., Paris, S. W., Lajoie, R. M., Martens, M. J., and Hargraves, C. R. 1990. Optimal trajectories by implicit simulation. Tech. Rep. WRDC-TR-90-3056, Boeing Aerospace and Electronics, Wright-Patterson Air Force Base, OH.
[49]
von Stryk, O. 2000. User’s Guide for DIRCOL (Version 2.1): A Direct Collocation Method for the Numerical Solution of Optimal Control Problems. Technical University, Munich, Germany.
[50]
Wächter, A. and Biegler, L. T. 2006. On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming. Math. Prog. 106, 1, 25--57.
[51]
Zhao, Y. and Tsiotras, P. 2011. Density functions for mesh refinement in numerical optimal control. J. Guid. Control, Dynam. 34, 1, 271--277.

Cited By

View all
  • (2024)Minimum-Time Control for the Test Mass Release Phase of Drag-Free SpacecraftSpace: Science & Technology10.34133/space.01514Online publication date: 26-Jun-2024
  • (2024)Reducing Tyre Wear Emissions of Automated Articulated Vehicles through Trajectory PlanningSensors10.3390/s2410317924:10(3179)Online publication date: 16-May-2024
  • (2024)Effects of Bio-Inspired Wing Dihedral Variations on Dynamic Soaring Performance of Unmanned Aerial VehiclesDrones10.3390/drones81106238:11(623)Online publication date: 30-Oct-2024
  • Show More Cited By

Index Terms

  1. GPOPS-II: A MATLAB Software for Solving Multiple-Phase Optimal Control Problems Using hp-Adaptive Gaussian Quadrature Collocation Methods and Sparse Nonlinear Programming

      Recommendations

      Comments

      Please enable JavaScript to view thecomments powered by Disqus.

      Information & Contributors

      Information

      Published In

      cover image ACM Transactions on Mathematical Software
      ACM Transactions on Mathematical Software  Volume 41, Issue 1
      October 2014
      157 pages
      ISSN:0098-3500
      EISSN:1557-7295
      DOI:10.1145/2684421
      Issue’s Table of Contents
      Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than the author(s) must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected].

      Publisher

      Association for Computing Machinery

      New York, NY, United States

      Publication History

      Published: 27 October 2014
      Accepted: 01 December 2013
      Revised: 01 September 2013
      Received: 01 February 2013
      Published in TOMS Volume 41, Issue 1

      Permissions

      Request permissions for this article.

      Check for updates

      Author Tags

      1. Gaussian quadrature
      2. MATLAB
      3. Optimal control
      4. applied mathematics
      5. direct collocation
      6. hp--adaptive methods
      7. numerical methods
      8. scientific computation

      Qualifiers

      • Research-article
      • Research
      • Refereed

      Funding Sources

      Contributors

      Other Metrics

      Bibliometrics & Citations

      Bibliometrics

      Article Metrics

      • Downloads (Last 12 months)1,339
      • Downloads (Last 6 weeks)202
      Reflects downloads up to 19 Nov 2024

      Other Metrics

      Citations

      Cited By

      View all
      • (2024)Minimum-Time Control for the Test Mass Release Phase of Drag-Free SpacecraftSpace: Science & Technology10.34133/space.01514Online publication date: 26-Jun-2024
      • (2024)Reducing Tyre Wear Emissions of Automated Articulated Vehicles through Trajectory PlanningSensors10.3390/s2410317924:10(3179)Online publication date: 16-May-2024
      • (2024)Effects of Bio-Inspired Wing Dihedral Variations on Dynamic Soaring Performance of Unmanned Aerial VehiclesDrones10.3390/drones81106238:11(623)Online publication date: 30-Oct-2024
      • (2024)Influence of the Road Model on the Optimal Maneuver of a Racing MotorcycleApplied Sciences10.3390/app1410400614:10(4006)Online publication date: 8-May-2024
      • (2024)Learning Fuel-Optimal Trajectories for Space Applications via Pontryagin Neural NetworksAerospace10.3390/aerospace1103022811:3(228)Online publication date: 14-Mar-2024
      • (2024)Pontryagin Neural Networks for the Class of Optimal Control Problems With Integral Quadratic CostAerospace Research Communications10.3389/arc.2024.131512Online publication date: 19-Nov-2024
      • (2024)Efficient Optimization for Time-Constrained Encounter of Spacecraft with Multirevolution PhasingJournal of Guidance, Control, and Dynamics10.2514/1.G00825147:11(2259-2272)Online publication date: Nov-2024
      • (2024)Terminal Soft Landing Guidance Law Using Analytic Gravity Turn TrajectoryJournal of Guidance, Control, and Dynamics10.2514/1.G007903(1-14)Online publication date: 15-Jul-2024
      • (2024)Six-Degree-of-Freedom Rocket Landing Optimization via Augmented Convex–Concave DecompositionJournal of Guidance, Control, and Dynamics10.2514/1.G00757047:1(20-35)Online publication date: Jan-2024
      • (2024)Tiltwing eVTOL Transition Trajectory OptimizationJournal of Aircraft10.2514/1.C037862(1-13)Online publication date: 4-Nov-2024
      • Show More Cited By

      View Options

      View options

      PDF

      View or Download as a PDF file.

      PDF

      eReader

      View online with eReader.

      eReader

      Login options

      Full Access

      Media

      Figures

      Other

      Tables

      Share

      Share

      Share this Publication link

      Share on social media