Reliable solution to dynamic optimization problems using integrated residual regularized direct collocation
File(s)CSL___Integrated_Residuals_Regularized_Collocation.pdf (1.04 MB)
Accepted version
Author(s)
Nie, Yuanbo
Kerrigan, Eric
Type
Journal Article
Abstract
Direct collocation (DC) is a widely used method for solving dynamic optimization problems (DOPs), but its implementation simplicity and computational efficiency are limited for challenging problems. For DOPs involving singular arcs, DC solutions often exhibit significant fluctuations along the singular arc, accompanied by
large residual errors between collocation points, where the
dynamic constraints are enforced as equality constraints.
In this paper, we introduce the direct transcription method
of integrated residual regularized direct collocation (IRRDC). This approach enforces dynamic constraints using a combination of point-wise residual constraints (expressed
as either equalities or inequalities) and a penalty term on
the integrated residual error, which helps reduce errors between collocation points. IRRDC retains the implementation simplicity of DC while improving both solution accuracy and efficiency, particularly for challenging problem types. Through the examples, we demonstrate that for problems where traditional DC results in excessive fluctuations, IR RDC effectively suppresses fluctuations and yields solutions with greater accuracy — at least two orders of magnitude lower in various error measures in relation to the dynamic and path constraints.
large residual errors between collocation points, where the
dynamic constraints are enforced as equality constraints.
In this paper, we introduce the direct transcription method
of integrated residual regularized direct collocation (IRRDC). This approach enforces dynamic constraints using a combination of point-wise residual constraints (expressed
as either equalities or inequalities) and a penalty term on
the integrated residual error, which helps reduce errors between collocation points. IRRDC retains the implementation simplicity of DC while improving both solution accuracy and efficiency, particularly for challenging problem types. Through the examples, we demonstrate that for problems where traditional DC results in excessive fluctuations, IR RDC effectively suppresses fluctuations and yields solutions with greater accuracy — at least two orders of magnitude lower in various error measures in relation to the dynamic and path constraints.
Date Acceptance
2025-06-15
Citation
IEEE Control Systems Letters
ISSN
2475-1456
Publisher
Institute of Electrical and Electronics Engineers
Journal / Book Title
IEEE Control Systems Letters
Copyright Statement
Copyright This paper is embargoed until publication. Once published the author’s accepted manuscript will be made available under a CC-BY License in accordance with Imperial’s Research Publications Open Access policy (www.imperial.ac.uk/oa-policy).
License URL
Publication Status
Accepted