Geometric and numerical methods in optimal control II
We present in this course the indirect simple shooting method based on the Pontryagin Maximum Principle (PMP) to solve a smooth optimal control problem. By smooth, we mean that the maximization condition of the PMP gives a control law in feedback form (i.e. with respect to the state and the costate) at least continuously differentiable. We use the nutopy package to solve the optimal control problem by simple shooting.
When the control law in feedback form is discontinuous, in the indirect context, we need to implement a multiple shooting method. We will give a brief introduction to the multiple shooting method during the computer session on a simple example.
Lecture
Generalities about the indirect simple shooting method (lecture notebook, lecture notes)
Exercices
- Application of the indirect simple shooting method (correction)
- Coding the indirect simple shooting method (correction)
- Introduction to the multiple shooting method (correction)