Convergence for the optimal control problems using collocation at Legendre-Gauss points

Abstract

The convergence of the novel Legendre-Gauss method is established for solving a continuous optimal control problem using collocation at Legendre-Gauss points. The method allows for changes in the number of Legendre-Gauss points to meet the error tolerance. The continuous optimal control problem is first discretized into a nonlinear programming problem at Gauss collocations by the Legendre-Gauss method. Subsequently, we prove the convergence of the Legendre-Gauss algorithm under the assumption that the continuous optimal control problem has a smooth solution. Compared with those of the shooting method, the single step method, and the general pseudospectral method, the numerical example shows that the Legendre-Gauss method has higher computational efficiency and accuracy in solving the optimal control problem.