Modified Multiple Shooting Combined with Collocation Method in JModelica.org with Symbolic Calculations
Evgeny Lazutkin, Abebe Geletu, Siegbert Hopfgarten, Pu Li · Linköping electronic conference proceedings · 2014
This paper presents an efficient and a novel implementation of a combined multiple shooting and collocation (CMSC) algorithm for the solution of nonlinear optimal control problems.The implemented algorithm is a modification of the approach proposed in [17,18].The new implementation is done under the JModelica.orgframework along with CasADi and Ipopt.The framework uses a symbolic pre-calculation of functions and derivatives.Besides the integration of various components of JModelica.org,Ipopt, and CasADi, the implementation facilitates simpler modeling of optimal control problems along with a choice of options for various linear algebra algorithms.The paper gives a description of the algorithm and elaborates the components of the framework.Numerical experimentations show that the new implementation is efficient in comparison with the published results of other authors.