Direct Transcription Approach to Dynamic Optimization Problems in Engineering

The direct transcription method that employs global collocation at Legendre-Gauss-Radau points is addressed and applied to infinite-dimensional dynamic optimization problems in engineering. The formulation of these latter is considered referring to a Bolza-type performance index. A reduced unconstrained form of it is particularly studied in the pseudospectral domain and the continuous-to-discrete conversion is thoroughly discussed. An equivalent finite-dimension nonlinear programming problem is therefore obtained and hints on its numerical implementation are given. Eventually, a few benchmark historical problems in engineering are revisited, stated, numerically solved and compared to literature.

Keywords:

Direct methods , Continuous dynamic optimization , Orthogonal collocation method , Nonlinear programming