Mesh Adaptation Method for Optimal Control With Non-Smooth Control Using Second-Generation Wavelet

Abstract

A mesh adaptation method is proposed for solving optimal control problems with non-smooth control. The original optimal control problem (OCP) is transcribed into a nonlinear programming (NLP) problem by using the Runge-Kutta discretization method, in which the NLP can be solved by using standard nonlinear programming codes. The method employs collocations from the dyadic background points, which used for the second-generation wavelet (SGW) translation simultaneously. The SGW is used to approximate the control variables and get the wavelet coefficients once they are obtained. In regions contain discontinuities, the magnitude of the relevant wavelet coefficients is large than other regions. The corresponding dyadic background points are reserved as the collocation points. Furthermore, the approximation error of the control and/or state variables can be predicted by a given threshold. Thus, the accuracy and efficiency can be balanced in a simple way. Finally, the method is demonstrated by three numerical examples from the open literature.

Keywords

• Optimal control
• mesh adaptation
• adaptive collocation method
• second generation wavelets