Annals of Operations Research 37(1992)357-373 357

DIRECT AND INDIRECT METHODS FOR TRAJECTORY OPTIMIZATION

O. y o n S T RYK and R. BULI RS CH
Mat hemat i sches Institut, Technische Universit?it Miinchen, Post f ach 20 24 20,
D- 8000 Mi i nchen 2, Germany
Abstract
This paper gives a brief list of commonly used direct and indirect efficient methods
for the numerical solution of optimal control problems. To improve the low accuracy of
the direct methods and to increase the convergence areas of the indirect methods we
suggest a hybrid approach. For this a special direct collocation method is presented. In
a hybrid approach this direct method can be used in combination with multiple shooting.
Numerical examples illustrate the direct method and the hybrid approach.
Keywords: Constrained optimal control, nonlinear dynamic systems, multiple shooting,
direct collocation, nonlinear optimization, hybrid approach, estimates of adjoint variables.
1. The optimal control problem
Ma n y opt i mi z a t i on pr obl e ms i n aer onaut i cs and ast r onaut i cs, i n i ndus t r i al
r obot i c s and i n e c o n o mi c s can be f or mul at ed as opt i mal cont r ol pr obl ems .
Th e d y n a mi c s ys t em ma y be des cr i bed as a syst em of nonl i near di f f er ent i al equat i ons
~ ( t ) = f ( x ( t ) , u ( t ) , t ) , to < t < t f , (1)
wi t h t 0, X(t o) and s ome Xk(tf), k e {1 . . . . . n}, gi ven and tf f i xed or f r ee. The n- ve c t or
f unc t i on o f st at es x( t ) is de t e r mi ne d by an / - vect or f unct i on o f cont r ol s u(t ).
Th e pr obl e m is t o f i nd f unct i ons u( t ) t hat mi ni mi z e a f unct i onal o f Ma y e r
t ype
J [ u ] = ~ ( x ( t f ) , t f ) wi t h O: I R n+l ---->~. ( 2)
Al s o mo r e ge ne r a l t ypes o f f unct i onal s ar e possi bl e.
Fo r r eal i st i c pr obl e ms it is i mpor t ant to i ncl ude pat h cons.traints. Mos t c o mmo n
ar e cons t r ai nt s on t he cont r ol var i abl es
C ( u ( t ) , t ) < O, to < t <- t f , ( 3)
or c ons t r a i nt s on t he st at e var i abl es
S ( x ( t ) , t ) <- O, to <- t < t I ,
J.C. Baltzer AG, Scientific Publishing Company
358 O. von St ryk, R. Bul i rsch, Me t hods f o r t raj ect ory opt i mi zat i on
or mor e gener al l y
S ( x ( t ) , u ( t ) , t ) < O, t o < t < t f . ( 4)
In s ummar y we have m const rai nt s g ( x ( t ) , u ( t ) , t ) = ( C , S ) - ( g l . . . . . gin).
For exampl e, in aeronaut i cs we oft en have position, vel oci t y and mass as
state vari abl es, angl e of attack, t hrust and di rect i on of thrust as cont r ol vari abl es
and we wi sh to mi ni mi ze t he t ot al fl i ght t i me t f o r to maxi mi ze t he payl oad. Typi cal
const rai nt s are const rai nt s for t he thrust, dynami c pressure const rai nt s or const rai nt s
on t he fl i ght pat h over cert ai n gr ound domai ns.
In economi cs we may have product i on rate, amount of capital or number of
empl oyed peopl e as state variables, gross i nvest ment s and expendi t ures for educat i on
as cont rol vari abl es and our aim is to obt ai n full empl oyment by stable growt h. As
const rai nt s we must ensur e that t he l i vi ng st andard does not fall beyond a cert ai n
limit.
Ther e are also appl i cat i ons to nonst andar d probl ems (cf. Fei cht i nger and
Mehl mann [10]).
2. The numer i cal solution
For classical probl ems and some special weakl y nonl i near l ow di mensi onal
syst ems the sol ut i on can be obt ai ned anal yt i cal l y from the necessar y and suffi ci ent
condi t i ons of opt i mal i t y, see e.g. sect i on 5.1. But to obt ai n a sol ut i on of dynami c
syst ems descri bed by st rongl y nonl i near di fferent i al equat i ons, see e.g. sect i on 5.2,
it is necessar y to use numer i cal met hods. For a fi rst sur vey t hese met hods can be
cl assi fi ed into t wo types.
2.1. NECESSARY CONDITIONS FROM CALCULUS OF VARIATIONS
The i n d i r e c t met hods are based on t he cal cul us of vari at i ons or t he ma xi mum
pri nci pl e. Under cert ai n assumpt i ons (see e.g. Br yson and Ho [1], Hest enes [14])
t he f ol l owi ng first or der necessar y condi t i ons for an opt i mal t raj ect ory are valid:
Ther e exi st an n- vect or funct i on of adj oi nt vari abl es ~(t) and an m- vect or f unct i on
v ( t ) , such that with the so-cal l ed Hami l t oni an funct i on
H = ~Tf + vTg (5)
a mul t i - poi nt boundar y val ue probl em in canoni cal form with pi ecewi se def i ned
di fferent i al equat i ons results f or t o < t < tf:
~H
.~ = ~ = f , ( 6)
O. von Stryk, R. Butirsch, Met hods f o r trajectory optimization 359
~, = ~H _ ~ T ~ f _ v T~)__g.g
---~-X = -~X Ox' (7)
o _ g. ( 8 )
The opt i mal cont rol is det ermi ned by mi ni mi zi ng H with respect to u. For exampl e,
for H nonl i near in u we may use for to < t < t f
0 H= ~ T b f + v T Og
3u ~ ~ = 0 (9)
and t he Legendr e- Cl ebs ch condi t i on ~ZH/~u,~3uk positive semidefinite. We have
addi t i onal (trivial) differential equations for t) and the swi t chi ng points qi in whi ch
the const rai nt s become active or inactive. Additional constraints at initial, end and
interior poi nt s may hold. The numeri cal procedure described in sections 3 and 4 is
also able to handl e opt i mal singular arcs. However, for the sake of simplicity, this
case is not di scussed here.
To obt ai n sol ut i ons from these necessary conditions we may use met hods
whi ch are based on t he special structure of these necessary conditions, e.g. so-called
gradi ent met hods (see e.g. Gottlieb [ t 2], Tol l e [25], Bryson and Ho [ 1 ], Chernousko
and Lyubushi n [8] and Miele [18]).
Alternatively, we obtain the controls u( t ) from 3 H/ ~ u = 0 analytically or
numeri cal l y usi ng Newt on' s met hod, and we may use a met hod for the solution of
general boundary value probl ems such as the multiple shoot i ng met hod (see e.g.
[2,23]) or a col l ocat i on met hod (see e.g. Di ckmanns and Well [9]).
Cont rary to ot her met hods the multiple shooting met hod has the advantage
that all ki nds of constraints are allowed and very accurate results can be obtained.
However, a rather good initial approxi mat i on of the optimal trajectory is needed and
a rat her large amount of work has to be done by the user to deri ve the adjoint
differential equations. Moreover, the user has to know a priori the switching structure
of t he constraints. This can be derived by means of homot opy techniques. For a
description of useful techniques in conjunction with multiple shooting for the numerical
sol ut i on of const rai ned opt i mal control problems the reader is referred to [3].
All in all, the user must have a deep insight into the physical and mathematical
nat ure of the opt i mi zat i on problem.
2.2. DIRECT SOLUTION OF THE OPTIMAL CONTROL PROBLEM
In d i r e c t approaches the optimal control problem is transformed into a nonlinear
pr ogr ammi ng probl em.
In a first approach, this can be done with a so-called direct shoot i ng met hod
t hrough a paramet eri zat i on of the controls u( t ) . For this we choose u ( t ) from a finite
di mensi onal space of control functions and use explicit numeri cal integration to
satisfy the differential eqs. (1), see e.g. Wi l l i amson [27], Kraft [17], Horn [15],
Bock and Plitt [5], to cite only a few of the many papers.
3 6 0 O. yon St ryk, R. Bul i rsch, Me t hods f o r t raj ect ory opt i mi zat i on
In a second approach, u(t) and x(t) are chosen from finite di mensi onal spaces
u ~ span {/~1 . . . . . /~p }, U = ~ O~i~t i , O~ i E I R, ( 1 0 )
i=1
q
x ~ span{~l . . . . . 3~q}, X ----- Z ~ j . ~ j , ~ j ~. I R. ( 1 1 )
j = l
Compar ed wi t h t he first appr oach this has t he addi t i onal advant age that t he
comput at i onal l y expensi ve numeri cal i nt egrat i on of the differential eqs. (1) can be
avoided. In common approaches pi ecewi se pol ynomi al approxi mat i ons are used (cf.
Renes [22], Kraft [17], Hargraves and Paris [13]). Approxi mat i ons as finite sums
of the Chebyshev expansi ons of x ( t ) and u ( t ) are also possi bl e but not easy to handl e
in the presence of path constraints (see e.g. Vl assenbroek and van Dooren [26]).
The differential eqs. (1) and the path constraints (4) are onl y satisfied at discrete
points. The resulting nonl i near program is
Mi ni mi ze ~ ( I 0 , Y = ( a l . . . . . ap, f l ~ . . . . . ~q, t f ) , y ~ I R p +q+l, (12)
subject to a(Y) = 0, b ( Y ) < O. (13)
The differential equations, initial and end poi nt condi t i ons and pat h const rai nt s
ent er the const rai nt funct i ons a and b of t he nonl i near program.
The nonl i near pr ogr ammi ng probl em is sol ved by usi ng ei t her a penal t y
funct i on met hod or met hods of augment ed or modi fi ed Lagrangi an funct i ons such
as sequential quadratic pr ogr ammi ng met hods.
The advant age of the direct approach is that the user does not have to be
concerned with adj oi nt variables or swi t chi ng structures.
One disadvantage of direct met hods is that they produce less accurate solutions
t han indirect met hods: By sol vi ng numeri cal l y several di ffi cul t opt i mal cont rol
probl ems from aeronautics, we found that in practice t he mi ni mum funct i onal val ue
is obt ai ned with relative l ow accuracy (i.e. errors of about one percent). Increasi ng
the di mensi on of the finite di mensi onal space does not necessari l y yield bet t er
values for the ext remel y compl i cat ed probl ems arising from aerodynamics. However,
this "quantity" of one percent can be a crucial part of the payl oad in a space flight
mi ssi on (cf. Callies et al. [6], Chudej et al. [7]).
A second di sadvant age is that the discretized opt i mal control probl ems have
somet i mes several mi ni ma. Appl yi ng the direct met hods to t he discretized probl em
t hey oft en end up in one of these "pseudomi ni ma". Thi s sol ut i on, however, can be
quite a step away from the true sol ut i on satisfying all the necessary condi t i ons from
variational calculus resulting, e.g., in a 20 percent worse funct i onal value. Exampl es
of such probl ems are reported by Bock et al. [16] and by [24].
To overcome these disadvantages it is necessary to combi ne direct with indirect
met hods. In the following, we present a special direct met hod used in conj unct i on
with mul t i pl e shoot i ng.
O. v o n S t r y k , R . B u l i r s c h , M e t h o d s f o r t r a j e c t o r y o p t i m i z a t i o n 361
3. A di rect me t hod
The basi c ideas of this di rect col l ocat i on met hod wer e out l i ned by Renes [22],
Kraft [17], Har gr aves and Pari s [13]. Several additional practical feat ures are added
such as sel ect i on of initial values, node selection, node refi nement , accur acy check
and conver gence i mpr ovi ng feat ures as, for exampl e, scaling of variables, additional
const rai nt s, speci al t r eat ment of angles [24].
A di scret i zat i on of t he t i me interval
t o = t I < t 2 < . . . < t N = t f (14)
is chosen. The par amet er s Y of the nonl i near program are the val ues of cont rol and
state vari abl es at the grid points t j , j = 1 . . . . . N, and t he final time tf:
Y = (u(t l) . . . . . u ( t N ) , X ( t 1 ) . . . . . X ( t N ) , t N) E I R N(t + n)+ I (15)
The cont rol s are chosen as pi ecewi se l i near interpolating funct i ons bet ween u ( t j )
and u ( t j + 1) for t j <_ t < 5 + I:
t - - t j
Uap p ( t ) = U ( t j ) + tJ+l _ t------~ ( U ( t j + l ) - U ( t j )). (16)
Z61
o 0
~j +!
Fig. 1. Approximation of u(t).
The states are chosen as cont i nuousl y di fferent i abl e and pi ecewi se cubi c funct i ons
b e t w e e n x ( t j ) and x ( t j + l ) , ~app(S):= f ( x ( s ) , u ( s ) , s ) , s = t j , t j + l , for t j <_ t < t j + l ,
j = l . . . . . N- l ,
~ , . j t - t j ~ k
c 6 = x ( t j ) ,
c = h i D ,
(17)
(18)
(19)
362 O. v o n St r y k , R. Bu l i r s c h , Me t h o d s f o r t r a j e c t o r y o p t i mi z a t i o n
X
- , . ,
0 0
Fig. 2. Approximation of x(t) and implicit integration scheme.
ci2 = - 3 x ( t j ) - 2 h j 3 ~ + 3 x ( t j + l ) - h j ~ + l , ( 20)
= 2 x ( t j ) + h s f j - x ( t i + l ) + h s f ( 2 1 )
wher e
f j : = f ( x ( t j ) , u ( t j ) , t j ) , h j : = t j + 1 - t j .
The states are pi ecewi se cubi c Her mi t e i nt erpol at i ng funct i ons. Reader s who are not
f ami l i ar wi t h this t erm are referred to c ommon t ext books of Numer i cal Anal ysi s,
such as e.g. [23]. The const rai nt s in t he nonl i near pr ogr ammi ng pr obl em are
,, t he path const rai nt s of t he opt i mal cont rol pr obl em at t he grid poi nt s tj:
g ( x ( t j ) , u ( t j ) , t j ) < O, j = 1 . . . . . N ,
* the speci fi ed val ues of the state vari abl es at initial and t ermi nal t i me,
* and
f ( X a p p ( t ) , U a p p ( t ) , t ) - J q p p ( t ) = 0 for t = t j + tj+ _.________~l j = 1, N- 1 . ( 22) , **. ~
Fur t her on, t he i ndex "app" f or approxi mat i on will be suppressed. Thi s way of
di scret i zi ng x(t) has the advant age that not onl y t he number of par amet er s of the
nonl i near pr ogr am is reduced (because :~(t/), j = 1 . . . . . N, are not par amet er s) but
also t he number of const rai nt s is reduced by this i mpl i ci t i nt egrat i on scheme (because
t he const r ai nt s i c ( t j ) = f ( x ( t j ) , u ( t j ) , t j ) , j = 1 . . . . . N , are f ul f i l l ed by t he chosen
approxi mat i on). Ot her ways of di scret i zi ng x ( t ) do not have this propert y. For t he
t i me bei ng, t he nonl i near program is sol ved by usi ng a met hod based on sequent i al
quadr at i c pr ogr ammi ng due to Gill et al. [11]. Thi s di rect col l ocat i on met hod has
been successf ul l y applied to di ffi cul t const rai ned opt i mal cont rol pr obl ems such as
t he mi ni mum accumul at ed heat descent t raj ect ory of an Apol l o capsul e wi t h hei ght
const rai nt [24]. Conver gence was achi eved even in the case t hat no i nf or mat i on was
gi ven about t he opt i mal t raj ect ory. Onl y i nf or mat i on of t he gi ven dat a was used.
O . v o n S t r y k ~ R . B u l i r s c h , M e t h o d s f o r t r a j e c t o r y o p t i m i z a t i o n 363
Approximations of the minimum functional value and of the state variables with a
relative error of one percent were achieved and were quite satisfactory. Approximations
of the optimal control variables, however, were worse compared to the "exact"
solution (see figs. 4 and 8). Also the disadvantages of direct methods described
above have been observed.
4. The hybrid approach
To overcome the disadvantages of the direct method it would be desirable to
combine the good convergence prope~ies of the direct method with the reliability
and accuracy of the multiple shooting method. But the switch between both methods
is not easy as it is necessary to set up the adjoint differential eqs. (7) and the optimal
control laws (9). Also a proper choice of the multiple shooting nodes, initial values
of the adjoint variables ~,(t) and the variables v ( t ) and the switching structure is
needed in advance.
As for the combination of the methods, the grid points of the direct method
yield a good choice for the positions of the multiple shooting nodes. For example,
in fig. 6 the final distribution of the 25 grid points obtained by the node selection
and refinement described in [24] is marked by crosses on the time axis.
As an additional advantage, reliable estimates for the adjoint variables (that
do not explicitly appear in the direct formulation) can be obtained from the parameters
and the Lagrangian function of the nonlinear program.
We assume sufficient differentiability for all functions and (only for the
purpose of illustration) n = 1, l = 1, m = 0.
Evaluation of the approximations of u ( t ) and x ( t ) of the direct method from
section 3 at the center t i + 1/2 : = ( t l + t i + 1)/2 of each discretization interval yields
U ( t i + l l 2 ) = 1 ( Ui + Ui+l ) , ( 2 3 )
1 ( X i + Xi + l ) + t i + 1 8 t i ( f ( x i , u i , t i ) - - f ( X i + l , U i + l t i + l ) ) , ( 2 4 )
X ( t i + l t 2 ) = ~
_ 3 ( X i + l - - X i ) 1 ( f ( x i , u i t i ) + f ( X i + l , U i + l , t i + l ) ) ' ( 2 5 )
" ~ ( t i + l / 2 ) - - 2 ( t i +l -- t i ) - - -~
i =1 ..... N- I .
Here the notation
u i := U ( t i ) , X i := X ( t i ) , i = 1 . . . . . N , (26)
has been used, where u~ and x i are the parameters of the nonlinear program. Furthermore
the relations
~ u ( t i + l / 2 ) - 0 = ~ u ( t i - 1 / 2 ) (27)
~ x i ~ x i '
364 O. von Stryk, R. Bulirsch, Methods f or trajectory optimization
O X (ti +l l 2) = 1_ _ + ti +l - t i Of ( x i , u i , t l ) (28)
~x i 2 8 bx '
~ X ( t i - l / 2 ) = 1 _ _ _ t i - - t i - I ~ f ( x i , u i , t i ) ( 29)
Oxi 2 8 Ox "
O:c(ti+l/2) 3 1 Of ( x i , u i , t i )
= ( 3 0 )
Ox i 2(ti+ 1 - t i ) 4 Ox '
~ X ( t i - l l 2 ) 3 1 Of ( x i , u i , t l )
= (31)
Ox i 2 ( t i - t i _ l ) 4 Ox
are needed. The Lagr angi an of t he associ at ed nonl i near pr ogr am from sect i on 3 is
N-1
L ( Y , # ) = q a ( XN, t N) - ~_~#j ( f ( x( t j +l / 2) , u( t j +l / 2) t j +l / 2) - - 2( t i +l / 2) ) , ( 32)
j=1
wi t h # = (/.q . . . . . ]AN- I) IRN - I
A sol ut i on of the nonl i near pr ogr am fulfills the necessar y first or der condi t i ons
of Kuhn and Tucker . In detail, we fi nd among ot hers f or i = 2 . . . . . N- 1
o = )
--].ti(~f(x(ti+l/2)'U(ti+ll2)'ti+ll2) ~JT(fi+I/2 ) 1
3 x i ~ x i "
(33)
Subst i t ut i on of ( 2 7 ) - ( 3 1 ) into (33), the chai n rule of di fferent i at i on, and s ome basi c
cal cul at i ons l ead to
~L 3 ( #i I -ti-1 1 1 ~ f ( x i , u i , t i )
~ X i = t i + 1 - - t i t i -- ti_ 1 4 ~X (#i-1 + # i )
1 ( ~f ( x ( t i - l l 2) ' U( t i - l / 2) , t i - l / 2) Of (x(l i +l l 2)' U(t i +l l 2)' t i +l / 2) 1
- 7 #i -1 bx ~ #i bx
O f ( x i , u i , t i ) I t i - - t i - 1 t i + t i 1
4 ~x - - - - i f - - #i-1 ~ - #i . (34)
For conveni ence, we now suppose an equi di st ant grid, i.e.
ti+l - ti = h = tf - to
N- 1 ' i = l . . . . . N- 1 . (35)
O. v o n S t r y k , R. Bu l i r s c h , Me t h o d s f o r t r a j e c t o r y o p t i mi z a t i o n 365
Int roduci ng the abbreviations
J~ : = f ( x i ' u i ' t i ) , J ~ + l / 2 : = f ( x ( t i + l l 2 ) , U ( t i + i l 2 ) , t i + l l 2 ) , (36)
eq. (34) can be rewri t t en as
OL
= - 3 ( # i - #i-1)
Oxi
43x (/zi-1 q - # i ) - - ' 2 ~ i - l ~ - " - f f ~ x - - ~ i ~X
i "
-ff-~- t#i-1 - #i ). (37)
By usi ng Tayl or ' s t heorem
/ - + o ( h ) , / 2 - - xOZ + O ( h ) '
(38)
we obt ai n an adj oi nt difference equation for #;, valid for i = 2 . . . . . N- 1,
OL _ 3 # i - # i - 1
Oxi 2 h
3 (#i + # i - 1 ) - ~ + O ( h )
4
= 0. (39)
By keepi ng t = t i fixed and letting h ---> 0 by increasing the number of grid points
N---> ,,~, eq. (39) converges to the adjoint differential equation
12 ( t i ) = - I d ( t i ) O f ( x ( t l ) ' u ( t i ) ' t i )
Ox
So we use
(40)
~ t , ( t i + l l 2 ) = O ' . ( - - # i ) , cr =cons t . >0 , i = 2 . . . . . N- l , (41)
as an est i mat e for ~(t) with a scaling factor or. For all optimal control probl ems of
Mayer type, tr can be easily det ermi ned by using the additional end poi nt condi t i on
for 2(ty) from cal cul us of variations. Relation (41) was used in the exampl es of
sect i on 5.
Obvi ousl y, an estimate for the mul t i pl i er funct i on v ( t ) appearing in ( 5) - ( 9)
in the presence of constraints g can also be obtained by this approach.
The exampl es show that the switching structure for the constraints on the
state variables will be approxi mat ed in a satisfactory way by a sol ut i on of t he direct
met hod. However, the swi t chi ng structure of the constraints on the cont rol variables
will not be approxi mat ed as well due to the bad approxi mat i on of t he control
variables. At this point, further refinements are required.
Nevert hel ess, this hybrid approach has been successfully applied to several
test exampl es and new real-life problems with unknown solutions as, for exampl e,
the maxi mum range trajectory of a hanggl i der [4].
366 O. von Stryk, R. Bu l i r s c h , Me t h o d s f o r t r a j e c t o r y o p t i mi z a t i o n
5. Numeri cal exampl es
5.1. THE BRACHISTOCHRONE PROBLEM
As a first exampl e and in order to illustrate the propert i es of t he di rect met hod
for est i mat i ng adj oi nt variables the wel l -known classical Brachi st ochrone probl em
was chosen. Here, the numeri cal sol ut i on from the direct col l ocat i on met hod is
compar ed wi t h the exact solution. As for the formul at i on of the probl em the not at i on
of Bryson and Ho [1] is used, see sect i on 2.7, probl em 6 (the gravity acts in t he
di rect i on of the y-axis):
Mi ni mi ze J[O] = t f ,
subj ect to the differential equations
(42)
Jc( t ) = ~ V ~ y ( t ) cos~9(t), g = 9.81, (43)
~(t) = ~y(t) sin O(t), 0 <t <t f ,
and the prescribed values at initial and terminal t i me
(44)
x ( O ) = O, x ( t f ) = 1, (45)
y( 0) = 0, y ( t f ) free. (46)
The cont rol O(t) is the angle of the t angent of t he trajectory ( x ( t ) , y ( t ) ) .
The necessary condi t i ons, derived from calculus of variations, can be sol ved
analytically; and we obtain for the state and control variables of the opt i mal trajectory
in 0 < t <_ tf:
1 ( cot - sin cot), c o=~f - ~, (47) x ( t ) = - y
y ( t ) = 2 s i n 2 ( 2 t ) , (48)
1
O( t ) = ~ ( ~ - cot), (49)
and the adj oi nt variables
~,x ( t ) = - ~ ~gg ,
;I.y (t ) = ~,x COt ( 2 t )
The final t i me and mi ni mum funct i onal value is
t f = ~ g g .
(50)
(51)
(52)
O. von Stryk, R. Bulirsch, Met hods f o r trajectory optimization 367
-y
OOoi
- . 2 5
-. 5 0
- . 7 5
-I .00
27
~ "'. .25 ,50 .75 l . O 0
Fig. 3. The (x(t ), - y(t)) trajectory in the plane.
1 . 5 0
1, 25
1. 00
. 7 5
. 5 0
. 2 5
0. 00
0. 00
l o . 20 . 30 . 40 . 50
Fi g. 4. Th e o pt i ma l conta'ol O ve r s us t i me.
368 O. von Stryk, R. Bulirsch, Methods f or trajectory optimization
o o o i
- 1. 00
- 2. O0
- 3. 00
- 4 . O0
L
oo . t
i
i
Fig. 5. The adjoint variable ~ versus time.
Fi gures 3 to 5 show the initial trajectory (- - -) of the direct met hod for 5 equi di st ant
grid points, the sol ut i on of the di rect met hod ( . . . . . ) for 10 grid poi nt s and t he
analytic sol ut i on (-). In the figures there is no visible di fference bet ween the
approxi mat ed and the exact state variables x and y. The mi ni mum funct i onal val ue
is achi eved wi t h an error of 7/1000 percent. Obviously, the si ngul ari t y of A.y(t) at
t = 0 affects t he quality of the approxi mat i on of O(t) in t he nei ghbor hood of t = 0.
It shoul d be not ed that due to the singularity of ~( t ) at t = 0, the probl em
cannot be sol ved by mul t i pl e shoot i ng when usi ng this formul at i on. An addi t i onal
r ef i nement as, e.g., a local finite Tayl or series is t herefore necessary.
5.2. THE APOLLO REENTRY PROBLEM
To illustrate the propert i es of t he hybri d approach we sol ve anot her well-
known but rather difficult probl em of fi ndi ng the mi ni mum accumul at ed heat descent
trajectory of an Apol l o capsule (cf. [23,24] and Pesch [21]).
The di fferent i al equat i ons of this t wo di mensi onal model are for 0 < t < t/:
~, _ S go sin y
2 m P ( ~ ) V 2 C D ( U ) (1+ ~) 2, (53)
= Rs i n y, (54)
= l - - ~ c o s y , (55)
O. yon Stryk, R. Bulirsch, Met hods f o r trajectory optimization 369
~" = - ~ m p ( ~ ) v c t ` ( u ) +
d t = C V 3 ~ P ~ ) ,
vcos 7 go cos 7 (56)
R( I + ~ ) v ( l + ~) 2'
(57)
where the abbreviations
c o ( u ) = Coo + Cot ` cos u, Coo = 0. 88, Cot ` = 0. 52, (58)
c L ( u ) = ct` o si nu, ct` o = - 0. 505, (59)
P ( ~ ) = P o e x p ( - f l R ~ ) , Po = 2. 3769x10- 3,
(60)
S = 50000, go = 3.2172 1 0 - 4 , R = 209.0352, (61)
r n
~ = 1
0. 235' c = 2 0 , N= 4 , (62)
have been used. The state variables are the velocity v, t he normalized hei ght ~, the
range over ground 5, the flight path angle 7and the accumul at ed heat q. The control
variable is the angle of attack u. The final time tf is free. The prescribed values at
initial and t ermi nal t i me are
v ( o) = 0. 35,
~ ( o ) = 4 / R ,
~(o) =o,
7( 0) = - 5. 75. ~/180,
q(O) = o,
v ( t / ) =0 . 0 1 6 5 ,
~ ( t f ) = 0. 75530/ R,
i f ( t / ) = 51.6912,
7( i f ) free,
q ( t : ) free.
The funct i onal to be mi ni mi zed is
J[ u] = q( t / ) .
The adj oi nt differential eqs. (7) from calculus of variations are
; t , v = - 3 c v 2 ~ ' - ' - ~ - ' A , q f p ( ~ ) ' ~ + 2 - - ' ~ p ( ~ ) ( 2 v / t , v c o ( u ) - / t , r c t , ( u ) )
~ s i n T~
cos r (~'~' + go z ~ + , ~ ) - - - T - , ~ ,
- T ~ ( t , - - k - - v 2 ( 1 + , )
(63)
(64)
(65)
3 7 0 O. yon Stryk, R. Bulirsch, Methods for trajectory optimization
~ _ 1- ~ 3 f f ~- ~ _ 2~R p( ~) ( V 2A vC o( U ) _
- -~pK cv ~l T , ~q vZr cL (u))
o in, cos,' 'o
- 2 / ~ v ( 1 + ~ ) 3 ( 1 + ~ ) 2 7 ( 1 + ~ - - - - - - ~ '
;/,;. = o ,
) ~ 7 = 1 - - ~ R ~ r v ( l + ) ~(1+)2 ~ ; L , ,
~q = 0 .
Furthermore, we have the additional conditions
/~r (tf ) = O, /~q(tf ) = 1, H ( tf ) = O,
and the optimal control law
= ( bcL (u)
~H S p( ~) v )],~,
bu 2m bu
Oco u)
v a ,,, ~ u ) = 0 .
(66)
(67)
(68)
(69)
(70)
( 7 0
150. O0
I00.00
50. O0
O. O0 -
0.00 100 O0 200. O0 300. OO 400. O 0
Fig. 6. The hei ght o f the caps ul e versus ti me.
t a ,
O. von Stryk, R. Bulirsch, Methods f or trajectory optimization 371
. I O E - O 1
. 5 0 E - 0 2
O . O O E + O 0
0
- . 5 0 E - 0 2
- . I O E - O 1
- . 1 5 E - O 1
- . 2 0 E - O 1
!
)0 / 1 0 0 . 0 0
/
/
/
/
/
/
/
/
i
/
"%--
" , . , . ~. , 2 0 0 . O0 . , ~ . ~ ' ~ ' ~ ' ~ ' - 3 0 0 . O0 ~ " . , , , . , , 0 0 . O0 l ~ l
\
Fig. 7. The adjoint variable of the height versus time.
[oZeg]
1 8 0 . 0 0
9 0 . 0 0
0 . 0 0
0
- 9 0 . 0 0
- 1 8 0 . 0 0
i.~.~ .~
i
i
i
i
i
I
, I I I
0 0 200. O 0 800. O 0 i400. O0
il A i
I \ ~ I
! % /
\ / \ / . . . . . . .
% .,,-
",,. . /
Fig. 8. The angle of attack versus time.
372 O. yon Stryk, R. Bulirsch, Methods f or trajectory optimization
An initial trajectory for the iteration process is generat ed at ni ne equi di st ant
grid poi nt s from the gi ven prescribed values of t he state variables at initial and final
time. The direct col l ocat i on met hod converges in several refi nement steps. Addi t i onal
gri d poi nt s had to be added in order to obtain a 25 grid poi nt solution.
By an aut omat i c procedure the number and posi t i ons of mul t i pl e shoot i ng
nodes and the val ues of state and adj oi nt variables are obt ai ned from the sol ut i on
of t he di rect met hod.
From t hese starting values the mul t i pl e shoot i ng met hod (cf. [2, 19, 20, 23] )
converges to a very accurate solution.
The error in the achi eved funct i onal value and t he final t i me of the sol ut i on
of t he di rect met hod compar ed with t he mul t i pl e shoot i ng sol ut i on was about one
percent .
Fi gures 6 to 8 show the hei ght of the capsule, the adj oi nt variable of t he
hei ght and the cont rol angle of attack, t he initial (- - -) trajectory, the result of t he
di rect met hod ( . . . . . ) and the sol ut i on of the mul t i pl e shoot i ng met hod (-). In
addition, fig. 6 also shows t he initial and final di st ri but i on of the grid poi nt s of t he
direct met hod marked by crosses.
6. Conclusions
We have demonst rat ed that a combi nat i on of di rect and indirect met hods is
a very pr omi si ng way to obtain the numeri cal sol ut i on of nonl i near opt i mal cont rol
probl ems.
The swi t ch bet ween bot h met hods in the case of general nonl i near const rai nt s
on the cont rol and state variables is current l y studied. First numeri cal results are
encouragi ng.
Nevert hel ess, t he sol ut i on of a di ffi cul t real-life opt i mal cont rol probl em
cannot be obt ai ned wi t hout any i nsi ght into the mat hemat i cal and physi cal nat ure
of the sol ut i on of the opt i mal control probl em.
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