用高斯伪谱法结合延拓法求解两点边值问题小论文讲述.docVIP

采用高斯伪谱法结合延拓法求解最优控制理论 中的两点边值问题 摘要：在这项研究中，本文提出了一种求解两点边界高效的伪谱法去求解最优控制理论中的两点边值问题。在我们所提出的方法，将高斯伪谱利用方法将两点边界值问题变为代数方程组的求解。如果初值估计值选择不好，这种方法可能导致方程收敛速度缓慢，甚至失败。为了克服这个缺点，我们采用了数值延拓法，解决了高斯伪谱法的初值估计问题。本组合方法的主要优点是即使使用少量的离散点也可以得到良好的结果，在求解代数方程的时候，对初始估计值问题成功解决。 关键词：高斯伪谱法；延拓法；TPBVP；最优控制 Gauss pseudospectral and continuation methods for solving two-point boundary value problems in optimal control theory Abstract：In this study, the paper propose an efficient pseudospectral method for solving two-point boundary value problems in optimal control theory. In our proposed approach, the Gauss pseudospectral method is utilized to reduce a two-point boundary value problem into the solution of a system of algebraic equations. However, the convergence to the solution of the system of equations obtained may be slow, or it can even fail, if a very good initial estimate of the optimal solution is not available. To overcome this drawback, we employ a numerical continuation method, which resolves the sensitivity of the proposed method to the initial estimate. The main advantages of the present combined method are that good results are obtained even when using a small number of discretization points, while the sensitivity to the initial estimate when solving the final system of algebraic equations is resolved successfully. Key words：GP；continuation；TPBVP；optimal control