Any methods to solve optimal control indirect method such as Pontryagin Minimum Principle?
27 views (last 30 days)
Show older comments
Hi,
I would like to solve an optimal control problem using Pontryagin Minimum Principle. There are few numerical techniques with MATLAB examples using sym toolbox, bvp4c and ODE45 using shooting method. I am trying to implement using ODE45 solver by following steps:
- Initialize states, co-state and control
- ODE45 solver in forward time to find states.
- ODE45 solver in backward time to find co-states
- Find hamiltonian and performance index. If difference between previous and present hamiltonian is below given threshold the stop iteration or else go to 5.
- Update the control with a selected step size.
I am facing many difficulties in implementation such as;
- Difficulty in selecting initial control and co-state.
- The state is not bounded within a range as it must be. (must be between 0 and 1, and final state must be a desired value)
I have attached the reference paper which I am trying to implement. If anyone knows any MATLAB toolbox to solve the same, kindly let me know.
0 Comments
Accepted Answer
More Answers (2)
Philipp Tiwald
on 9 Aug 2020
Hi,
Im trying to implement a simular optimal controll problem. Could you share your solution?
Mohamed Abdullah
on 17 Mar 2023
Hello Praveen, do you mind sharing your Matlab code for the Problem you have attached in the PMP-EV file?
2 Comments
Mohamed Abdullah
on 19 Mar 2023
Thank you very much. I have a question about the second link. I downloaded the zipped file but it appears to me that it contains only measured data not the algorithms itself.
See Also
Categories
Find more on Symbolic Math Toolbox in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!