Significant Generalization of the Convergence Proof for the Direct Transcription Method for Constrained Optimal Control Problems

Martin Neuenhofen(MartinNeuenhofengooglemail.com)

Abstract: In the arXiv paper [arXiv:1712.07761] from December 2017 we presented a convergent direct transcription method for optimal control problems. In the present paper we present a significantly generalized convergence theory in succinct form. Therein, we replace strong assumptions that we had formerly made on local uniqueness of the solution, and on differentiability of a particular functional. These assumptions are removed now.

Keywords: Dynamic Optimization; Optimal Control; Direct Transcription; Proof of Convergence

Category 1: Nonlinear Optimization

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Entry Submitted: 07/23/2018
Entry Accepted: 07/23/2018
Entry Last Modified: 07/23/2018

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