论文标题

NloptControl:一种用于解决最佳控制问题的建模语言

NLOptControl: A modeling language for solving optimal control problems

论文作者

Febbo, Huckleberry, Jayakumar, Paramsothy, Stein, Jeffrey L., Ersal, Tulga

论文摘要

当前基于直接交流的最佳控制软件易于使用或快速使用,但并非两者兼而有之。对于试图在线应用程序中使用复杂的最佳控制问题(OCP)的用户来说,这是一个主要限制。本文介绍了NloptControl,这是一种开源建模语言,它允许用户使用直接同盟方法轻松地制定并快速求解非线性OCP。为了达到这些属性,NloptControl(1)用称为Julia的有效,动态投入的计算语言编写,(2)扩展了一种称为Jump的优化建模语言,以提供用于建模非线性OCP的天然代数语法; (3)使用反向自动分化与丙烯酸色方法利用黑森基质中的稀疏性。这项工作探讨了NloptControl的新设计特征,并将其语法和速度与Propt的速度进行了比较。语法比较表明,NloptControl模型OCP比Propt更简洁。 Propt和NloptControl中各种搭配方法的速度在使用性能曲线的一系列搭配点上进行了基准测试;总体而言,NloptControl的单曲,两个和四个间隔伪谱方法分别比Propt的$ 14 $,$ 26 $和$ 36 $。 NloptControl非常适合改善现有的离线和在线控制系统并促进新的控制系统。

Current direct-collocation-based optimal control software is either easy to use or fast, but not both. This is a major limitation for users that are trying to formulate complex optimal control problems (OCPs) for use in on-line applications. This paper introduces NLOptControl, an open-source modeling language that allows users to both easily formulate and quickly solve nonlinear OCPs using direct-collocation methods. To achieve these attributes, NLOptControl (1) is written in an efficient, dynamically-typed computing language called Julia, (2) extends an optimization modeling language called JuMP to provide a natural algebraic syntax for modeling nonlinear OCPs; and (3) uses reverse automatic differentiation with the acrylic-coloring method to exploit sparsity in the Hessian matrix. This work explores the novel design features of NLOptControl and compares its syntax and speed to those of PROPT. The syntax comparisons shows that NLOptControl models OCPs more concisely than PROPT. The speeds of various collocation methods within PROPT and NLOptControl are benchmarked over a range of collocation points using performance profiles; overall, NLOptControl's single, two, and four interval pseudospectral methods are roughly $14$, $26$, and $36$ times faster than PROPT's, respectively. NLOptControl is well-suited to improve existing off-line and on-line control systems and to engender new ones.

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