Convergence of Pseudospectral Discretization of Optimal Control Problems, IEEE (40th; 2001; Orlando, Florida)
Ross, Michael I.
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A generic nonlinear optimal control problem with a Bolza cost functional is discretized by a Legendre pseudospectral method. According to the covector mapping theorem, the Karush-Kuhn-Tucker multipliers of the discrete problem map linearly to the spectrally discretized covectors of the Bolza problem. Using this result, it is shown that the nonlinear programming problem converges to the continuous Bolza problem at a spectral rate assuming regularity of appropriate functions.
The article of record as published may be located at http://ieeexplore.ieee.orgProceedings of the 40th IEEE Conference on Decision and Control ; Orlando, Florida USA, December 2001
RightsThis publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
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