An effective simultaneous approach with variable time nodes for dynamic optimization problems

Abstract

ABSTRACTAn effective simultaneous approach with variable time nodes is proposed to solve the dynamic optimization problems with multiple control components, where the variable time nodes for each control component are considered as parameters directly and the interval between the neighbouring variable nodes is further refined uniformly to ensure accuracy. Consequently, the method does not treat all the nodes as parameters to ensure efficiency. The gradient formulae and the sensitivities of the states with respect to the controls and the variable time nodes are further derived to solve the nonlinear programming problem transformed from the original dynamic optimization problem. The complete framework and detailed steps of the proposed method are also given. Two classic constrained dynamic optimization problems have been tested as an illustration, and detailed comparisons of the reported literature methods are carried out. The research results show the characteristics and the effectiveness of the proposed approach.