An hp symplectic pseudospectral method for nonlinear optimal control

• Nonlinear optimal control problem are solved by adaptive symplectic peseuspectral method.
• The symplectic property of the original continuous Hamiltonian system is preserved.
• The proposed method satisfies the first order necessary conditions of optimal control problems.
• Jacobian matrix of nonlinear equations is found to be sparse and symmetrice.
• Adaptive procedure based on the residual error of dynamic constraints is proposed.

An adaptive symplectic pseudospectral method based on the dual variational principle is proposed and is successfully applied to solving nonlinear optimal control problems in this paper. The proposed method satisfies the first order necessary conditions of continuous optimal control problems, also the symplectic property of the original continuous Hamiltonian system is preserved. The original optimal control problem is transferred into a set of nonlinear equations which can be solved easily by Newton–Raphson iterations, and the Jacobian matrix is found to be sparse and symmetric. The proposed method, on one hand, exhibits exponent convergence rates when the number of collocation points are increasing with the fixed number of sub-intervals; on the other hand, exhibits linear convergence rates when the number of sub-intervals is increasing with the fixed number of collocation points. Furthermore, combining with the hp method based on the residual error of dynamic constraints, the proposed method can achieve given precisions in a few iterations. Five examples highlight the high precision and high computational efficiency of the proposed method.