A modified pseudospectral method for indirect solving a class of switching optimal control problems

Abstract

In the present paper, an efficient pseudospectral method for solving the Hamiltonian boundary value problems arising from a class of switching optimal control problems is presented. For this purpose, based on the Pontryagin's minimum principle, the first-order necessary conditions of optimality are derived. Then, by partitioning the time interval related to the problem under study into some subintervals, the states (and costates) and control functions are approximated on each subintervals with piecewise interpolating polynomials based on Legendre–Gauss–Radau points and a piecewise constant function, respectively. As a result, solution of the problem is turned into solution of a number of algebraic equations, in which the values of the states (and costates) and control functions at Legendre–Gauss–Radau points as well as switching and terminal points are allowed to be unknown. Numerical examples are presented at the end to show the efficiency of the proposed method.