A Review of Ill-Conditioning and Regularization in Optimal Control Computation (original) (raw)

Springer eBooks, 2001

Abstract

This article presents a summary of work undertaken to quantify aspects of the ill-conditioning encountered in the computations of optimal control problems. A mathematical machinery for the quantification of aspects of ill-conditioning is developed. This is then used to study how ill-conditioning varies with the size of discretization of control functions, and how it varies with different basis functions. The ill-conditioning associated with two different computational algorithms are also compared. A regularization method is used to obtain a stable and smooth solution. Implementation in the optimal control software MISER3 and computation of test examples involving various constraint types are considered.

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