# American Institute of Mathematical Sciences

May  2019, 24(5): 2219-2235. doi: 10.3934/dcdsb.2019092

## On numerical methods for singular optimal control problems: An application to an AUV problem

 1 Faculdade de Engenharia Universidade do Porto, DEEC, Porto, Portugal 2 Department of Applied Mathematics, Faculty of Mathematics and Computer Science, Amirkabir University of Technology, No. 424, Hafez Ave., Tehran, Iran

* Corresponding author: Z. Foroozandeh

Received  January 2018 Revised  January 2019 Published  March 2019

We discuss and compare numerical methods to solve singular optimal control problems by the direct method. Our discussion is illustrated by an Autonomous Underwater Vehicle (AUV) problem with state constraints. For this problem, we test four different approaches to solve numerically our problem via the direct method. After discretizing the optimal control problem we solve the resulting optimization problem with (ⅰ) A Mathematical Programming Language ($\text{AMPL}$), (ⅱ) the Imperial College London Optimal Control Software ($\text{ICLOCS}$), (ⅲ) the Gauss Pseudospectral Optimization Software ($\text{GPOPS}$) as well as with (ⅳ) a new algorithm based on mixed-binary non-linear programming reported in [7]. This algorithm consists on converting the optimal control problem to a Mixed Binary Optimal Control (MBOC) problem which is then transcribed to a mixed binary non-linear programming problem ($\text{MBNLP}$) problem using Legendre-Radau pseudospectral method. Our case study shows that, in contrast with the first three approaches we test (all relying on $\text{IPOPT}$ or other numerical optimization software packages like $\text{KNITRO}$), the $\text{MBOC}$ approach detects the structure of the AUV's problem without a priori information of optimal control and computes the switching times accurately.

Citation: Z. Foroozandeh, Maria do rosário de Pinho, M. Shamsi. On numerical methods for singular optimal control problems: An application to an AUV problem. Discrete & Continuous Dynamical Systems - B, 2019, 24 (5) : 2219-2235. doi: 10.3934/dcdsb.2019092
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##### References:
Controls computed by the method of section 3.2 with $s = 5$ and $n = 20$
The control functions using implicit Euler method computed with AMPL interfaced with IPOPTS with $N = 10000$
The control function computed by ICLOCS with $N = 10000$
The control function computed by GPOPS with $N = 40$
Control computed by the method of section 3.2 with $s = 4$ and $n = 14$
States computed by the method of section 3.2 with $s = 4$ and $n = 20$
AUV's Problem: computed values of switching times and performance index for $s = 4$ and various values of $n$
 $n$ $t_1$ $t_2$ $t_3$ $t_4$ $t_f$ 6 0.049341739 0.6454231790 14.626412022 14.72348234 14.956410213 8 0.049051513 0.6456145668 14.623890223 14.72412511 14.950131513 10 0.049052155 0.6456134127 14.623817123 14.72416201 14.950161798 12 0.049052100 0.6456134114 14.623817653 14.72416210 14.950161782 14 0.049052100 0.6456134114 14.623817653 14.72416210 14.950161782
 $n$ $t_1$ $t_2$ $t_3$ $t_4$ $t_f$ 6 0.049341739 0.6454231790 14.626412022 14.72348234 14.956410213 8 0.049051513 0.6456145668 14.623890223 14.72412511 14.950131513 10 0.049052155 0.6456134127 14.623817123 14.72416201 14.950161798 12 0.049052100 0.6456134114 14.623817653 14.72416210 14.950161782 14 0.049052100 0.6456134114 14.623817653 14.72416210 14.950161782
Comparing results for AUV's problem with no initial guess
 $\text{Methods}$ $N$ $t_i$ $\mathcal{J}$ $\text{Iter}$ $\text{CPU Time}$ $\text{Euler}$ 1000 $\text{Not available explicitly}$ 14.941407 180 1809.557 $\text{ICLOCS}$ 1000 $\text{Not available explicitly}$ 14.943225 1075 20.265 $\text{GPOPS}$ 80 $\text{Not available explicitly}$ 14.949946 20682 1027.5 Section 3.2 14 Explicitly available 14.950161 6 4.472
 $\text{Methods}$ $N$ $t_i$ $\mathcal{J}$ $\text{Iter}$ $\text{CPU Time}$ $\text{Euler}$ 1000 $\text{Not available explicitly}$ 14.941407 180 1809.557 $\text{ICLOCS}$ 1000 $\text{Not available explicitly}$ 14.943225 1075 20.265 $\text{GPOPS}$ 80 $\text{Not available explicitly}$ 14.949946 20682 1027.5 Section 3.2 14 Explicitly available 14.950161 6 4.472
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