Efficient Implementation of Rate Constraints for Nonlinear Optimal Control

Abstract

We propose a general approach to directly implement rate constraints on the discretization mesh for all collocation methods, for both state and input variables. Unlike conventional approaches that may lead to singular control arcs, the solution of this on-mesh implementation has better properties. Moreover, computational speedups of more than 30% can be achieved by exploiting the properties of the resulting linear constraint equations.

7 pages, 7 figures, Accepted version to be published in: IEEE Transactions on Automatic Control