Dual Convergence of the Legendre Pseudospectral Method for Solving Nonlinear Constrained Optimal Control Problems

Q. Gong, I.M. Ross, W. Kang, and F. Fahroo (USA)


constrained optimal control, pseudospectral methods, non linear systems


In this paper we present a modified Pseudospectral method for constrained nonlinear optimal control problems. The convergence is guaranteed under verifiable conditions. We also show that the convergence of the primal variables does not necessarily imply convergence of the duals. The Cov ector Mapping Theorem is clarified and the issue of con straint qualifications is demonstrated by a simple example. Conditions for the convergence of the duals are described and illustrated.

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