On Pseudospectral Methods of Nonlinear Optimal Control

Dr. Wei Kang, Department of Applied Mathematics, Naval Postgraduate School

The focus of this talk is on the optimal control of nonlinear systems subject to mixed state and control constraints, a difficult core problem in the history of control theory and system engineering. Pseudospectral (PS) methods for optimal control will be introduced. Originally developed as a computational method for partial differential equations, PS methods have become an emerging approach in solving optimal control problems with highly nonlinear dynamics and mixed state-control constraints. Following the introduction of PS algorithms, in this talk I will address three fundamental questions, namely the existence of feasible trajectories, the convergence of the optimal solutions, and the rate of convergence in the approximation of the optimal control.  The problems will be addressed for both continuous and discontinuous optimal controls. In addition, illustrative examples of optimal control using the Legendre PS method will also be presented.