Direct Sequential Dynamic Optimization with Automatic Switching Structure Detection

Abstract

In this paper we present a novel method for the numerical solution of dynamic optimization problems. After obtaining a first solution at a coarse resolution of the control profiles with a direct sequential approach, the structure of the control profiles is analyzed for possible switching times and arcs. Subsequently, the problem is reformulated and solved as a multi-stage problem, with each stage corresponding to a potential arc. Order and resolution of the control parameterization are adapted to the type of the particular arc. With a case study we show that accurate solutions with only few degrees of freedom can be obtained.