A Gauss – Lobatto quadrature method for solving optimal control problems

@inproceedings{Williams2006AG,
  title={A Gauss – Lobatto quadrature method for solving optimal control problems},
  author={Paul Williams},
  year={2006}
}
This paper proposes a direct approach for solving optimal control problems. The time domain is divided into multiple subdomains, and a Lagrange interpolating polynomial using the Legendre–Gauss– Lobatto points is used to approximate the states and controls. The state equations are enforced at the Legendre–Gauss–Lobatto nodes in a nonlinear programming implementation by partial Gauss–Lobatto quadrature in each subdomain. The final state in each subdomain is enforced by a full Gauss–Lobatto… CONTINUE READING