Legendre wavelets method for constrained optimal control problems
M Razzaghi, S Yousefi - Mathematical methods in the applied …, 2002 - Wiley Online Library
Mathematical methods in the applied sciences, 2002•Wiley Online Library
A numerical method for solving non‐linear optimal control problems with inequality
constraints is presented in this paper. The method is based upon Legendre wavelet
approximations. The properties of Legendre wavelets are first presented. The operational
matrix of integration and the Gauss method are then utilized to reduce the optimal control
problem to the solution of algebraic equations. The inequality constraints are converted to a
system of algebraic equalities; these equalities are then collocated at the Gauss nodes …
constraints is presented in this paper. The method is based upon Legendre wavelet
approximations. The properties of Legendre wavelets are first presented. The operational
matrix of integration and the Gauss method are then utilized to reduce the optimal control
problem to the solution of algebraic equations. The inequality constraints are converted to a
system of algebraic equalities; these equalities are then collocated at the Gauss nodes …
Abstract
A numerical method for solving non‐linear optimal control problems with inequality constraints is presented in this paper. The method is based upon Legendre wavelet approximations. The properties of Legendre wavelets are first presented. The operational matrix of integration and the Gauss method are then utilized to reduce the optimal control problem to the solution of algebraic equations. The inequality constraints are converted to a system of algebraic equalities; these equalities are then collocated at the Gauss nodes. Illustrative examples are included to demonstrate the validity and applicability of the technique. Copyright © 2002 John Wiley & Sons, Ltd.
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