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Title: Add collocation method for optimal control problems by murrayrm · Pull Request #799 · python-control/python-control · GitHub

Open Graph Title: Add collocation method for optimal control problems by murrayrm · Pull Request #799 · python-control/python-control

X Title: Add collocation method for optimal control problems by murrayrm · Pull Request #799 · python-control/python-control

Description: This PR changes the default way that optimal control problems are solved from using a shooting method to using collocation. This results in more robust (and faster) solutions, especially for trajectory generation for unstable or marginally stable systems (where shooting is very sensitive to small parameter variations). The following new functionality is included: The solve_ocp() function and OptimalControlProblem class have new parameters trajectory_method that be set to either shooting (default for discrete time systems) or collocation (default for continuous time systems). When collocation is used, the initial_guess parameter can either be an input trajectory (as before) or a tuple consisting of a state trajectory and an input trajectory. Constraints can now be specified in the form LinearConstraint(A, lb, ub) or NonlinearConstraint(fun, lb, ub) instead of the previous forms (LinearConstraint, A, lb, ub) and (NonlinearConstraint, fun, lb, ub). The legacy format is still supported. The documentation (docstrings and manual) have been updated to reflect the new functionality. New unit tests are included that tease out the functionality of the various possibilities. Benchmarks comparing shooting and collocation have been added. This PR also addresses issue #782 (see also discussion in #781) which were showing some of the weakness of the shooting methodology.

Open Graph Description: This PR changes the default way that optimal control problems are solved from using a shooting method to using collocation. This results in more robust (and faster) solutions, especially for traje...

X Description: This PR changes the default way that optimal control problems are solved from using a shooting method to using collocation. This results in more robust (and faster) solutions, especially for traje...

Opengraph URL: https://github.com/python-control/python-control/pull/799

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d9ec3ec add trajectory_method='shooting' murrayrm Nov 24, 2022 https://github.com/python-control/python-control/pull/799/commits/d9ec3ec5bb4d3963bd8b6c502ce36baed7cd1760
ce5e67a add trajectory_method='collocation' murrayrm Nov 24, 2022 https://github.com/python-control/python-control/pull/799/commits/ce5e67ac10c9363fb8674258dddc2c9120f17fed
8256fa0 set default trajectory_methood for ctime systems to collocation murrayrm Nov 25, 2022 https://github.com/python-control/python-control/pull/799/commits/8256fa05eca508aa75b346c7bb53b91472549c3c
d121102 updated examples + code cleanup murrayrm Nov 25, 2022 https://github.com/python-control/python-control/pull/799/commits/d121102cef6a9a8f44a85151ff852fa4f08fe83d
e0f71f4 update documentation + allow constraints in scipy.optimize form murrayrm Nov 26, 2022 https://github.com/python-control/python-control/pull/799/commits/e0f71f4c743cc60a8076546a187a96ad0dd2c55d
dd5e42d add benchmarks for shooting vs collocation murrayrm Nov 27, 2022 https://github.com/python-control/python-control/pull/799/commits/dd5e42d16e81e5a1e30899f8bf277ee85282bf91
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