Modified Legendre-Gauss Collocation Method for Solving Optimal Control Problems with Nonsmooth Solutions

Abstract: A modified form of Legendre-Gauss orthogonal direct collocation is developed for solving optimal control problems whose solutions are nonsmooth due to control discontinuities. This new method adds switch-time variables, control variables, and collocation conditions at both endpoints of a mesh interval, whereas these new variables and collocation conditions are not included in standard Legendre-Gauss orthogonal collocation. The modified Legendre-Gauss collocation method alters the search space of the resulting nonlinear programming problem and enables determining accurately the location of the nonsmoothness in the optimal control. The transformed adjoint system of the modified Legendre-Gauss collocation method is then derived and shown to satisfy a discrete form of the continuous variational necessary conditions for optimality. The method is motivated via a control-constrained triple-integrator minimum-time optimal control problem where the solution possesses a two-switch bang-bang optimal control structure. In addition, the method developed in this paper is compared with existing Gaussian quadrature collocation methods. The method developed in this paper is shown to be capable of accurately solving optimal control problems with a discontinuous optimal control.