In Bulirsch, P. D. R., Miele, D. A., Stoer, P. D. J., & Well, P. D. K., editors, *Optimal Control*, of *ISNM International Series of Numerical Mathematics*, pages 129–143. Birkhäuser Basel, January, 1993.

Paper abstract bibtex

Paper abstract bibtex

By an appropriate discretization of control and state variables, a constrained optimal control problem is transformed into a finite dimensional nonlinear program which can be solved by standard SQP-methods [10]. Convergence properties of the discretization are derived. Prom a solution of this method known as direct collocation, these properties are used to obtain reliable estimates of adjoint variables. In the presence of active state constraints, these estimates can be significantly improved by including the switching structure of the state constraint into the optimization procedure. Two numerical examples are presented.

@incollection{stryk_numerical_1993, series = {{ISNM} {International} {Series} of {Numerical} {Mathematics}}, title = {Numerical {Solution} of {Optimal} {Control} {Problems} by {Direct} {Collocation}}, copyright = {©1993 Birkhäuser Basel}, isbn = {978-3-0348-7541-7, 978-3-0348-7539-4}, url = {http://link.springer.com/chapter/10.1007/978-3-0348-7539-4_10}, abstract = {By an appropriate discretization of control and state variables, a constrained optimal control problem is transformed into a finite dimensional nonlinear program which can be solved by standard SQP-methods [10]. Convergence properties of the discretization are derived. Prom a solution of this method known as direct collocation, these properties are used to obtain reliable estimates of adjoint variables. In the presence of active state constraints, these estimates can be significantly improved by including the switching structure of the state constraint into the optimization procedure. Two numerical examples are presented.}, language = {en}, number = {111}, urldate = {2014-06-24}, booktitle = {Optimal {Control}}, publisher = {Birkhäuser Basel}, author = {Stryk, Dipl Math Oskar von}, editor = {Bulirsch, Prof Dr R. and Miele, Dr A. and Stoer, Prof Dr J. and Well, Prof Dr K.}, month = jan, year = {1993}, keywords = {Science, general}, pages = {129--143} }

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