Direct transcription solution of optimal control problems with higher order state constraints: theory vs practice

摘要

Theoretical results from optimal control theory and numerical analysis play an important role in understanding and numerically solving optimal control problems with higher order state inequality constraints. However, the application of these theoretical results to numerical practice can sometimes be misleading. In this paper we examine a specific example which arose in the development of an industrial grade optimal control package that uses a direct transcription approach. This example illustrates several aspects of direct transcription codes that require a reinterpretation of the numerical and analytical theory.