A Time-Freezing Approach for Numerical Optimal Control of Nonsmooth Differential Equations With State Jumps

Abstract

We present a novel reformulation of nonsmooth differential equations with state jumps enabling their easier simulation and use in optimal control problems without the need for integer variables. The main idea is to introduce an auxiliary differential equation to mimic the state jump map. Thereby, a clock state is introduced which does not evolve during the runtime of the auxiliary system. The pieces of the trajectory that correspond to the parts when the clock state was evolving recover the solution of the original system with jumps. Our reformulation results in nonsmooth ordinary differential equations where the discontinuity is in the first time derivative of the trajectory, rather than in the trajectory itself. This class of systems is easier to handle both theoretically and numerically. The reformulation is suitable for partially elastic mechanical impact problems. We provide numerical examples demonstrating the ease of use of this reformulation in both simulation and optimal control. In the optimal control example, we solve a sequence of nonlinear programming problems (NLPs) in a homotopy penalization approach and recover a time-optimal trajectory with state jumps.