An iterative method for solving constrained nonlinear optimal control problems using Legendre polynomials

Abstract

In this paper, an iterative computational method is proposed to handle constrained nonlinear quadratic optimal control problems. with terminal state constraints, saturation state and saturation control variables constraints. The method is based on replacing the original constrained nonlinear optimal control problem by a sequence of constrained linear time-varying quadratic optimal control problems. To this end, an iterative technique is used to replace the original constrained nonlinear dynamic system by a sequence of constrained linear time-varying systems. Then each of constrained linear time-varying quadratic optimal control problems is approximated by a quadratic programming problem by parameterizing each of the state variable by a finite length Legendre polynomials with unknown parameters. To show the effectiveness of the proposed method, simulation results of a constrained nonlinear optimal control problem are presented.