Abstract

The convergence of the novel Legendre-Gauss method is established for solving a continuous optimal control problem using collocation at Legendre-Gauss points. The method allows for changes in the number of Legendre-Gauss points to meet the error tolerance. The continuous optimal control problem is first discretized into a nonlinear programming problem at Gauss collocations by the Legendre-Gauss method. Subsequently, we prove the convergence of the Legendre-Gauss algorithm under the assumption that the continuous optimal control problem has a smooth solution. Compared with those of the shooting method, the single step method, and the general pseudospectral method, the numerical example shows that the Legendre-Gauss method has higher computational efficiency and accuracy in solving the optimal control problem.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.