Numerical Optimal Control With Periodicity Constraints in the Presence of Invariants

Abstract

Periodic optimal control problems (POCPs) based on dynamic models holding invariants are often problematic to treat using standard numerical methods. The difficulty stems from a failure of standard constraint qualifications and typically hinders the convergence of the numerical solver, or even defeats it. Optimization problems having weak constraint qualifications can be treated using dedicated solvers, at the price of a more involved algorithmic. In this paper, we analyze the constraint qualification of POCPs holding invariants, and propose three simple and computationally inexpensive modifications of the formulation that allow for a recovery of linear independence constraint qualification, while not affecting the second-order sufficient conditions for optimality. Hence, the resulting POCP can be tackled via standard solvers, without special treatment. The application of these approaches is detailed for the case of POCPs holding index-reduced differential-algebraic equations and representations of the $\mathrm{SO}\left(3\right)$ Lie group.