EML 6934 Optimal Control Examination #2 Spring 2010

21 April 2010

Materials Allowed During Examination

You may use any materials you would like as long as you obtain the information independently and do not communicate with anyone about the exam.

Guidelines for Solutions

As I have stressed in class, communication is an extremely important part of demonstrating that you understand the material. To this end, the following guidelines are in effect for all problems on the examination: Your handwriting must be neat. I will not try to decipher sloppy handwriting and will assume that something is incorrect if I am unable to read your handwriting. You must be crystal clear with every step of your solution. In other words, any step in a derivation or statement you write must be unambiguous (i.e., have one and only one meaning). If it is ambiguous as to what you mean in a step, then I will assume the step is incorrect. In short, please write your solutions in a orderly fashion so that somebody else can make sense of what you are doing and saying.

Point Distribution
The exam consists of three questions. The point value for each question and each part of each question is boldface characters. Unless otherwise stated, full credit will be given for a proper application of a relevant concept Contrariwise, no credit will be given for a concept applied incorrectly, even if the nal answer is correct.

University of Florida Honor Code

On your exam you must state and sign the University of Florida honor pledge as follows: I pledge on my honor that I did not violate the University of Florida honor code during any portion of this exam.

Signature:

Date:

Question 1: 25 Points
Consider the following optimal control problem. Minimize the cost functional J= subject to the dynamic constraint x = x3 + u and the boundary conditions x(0) x(tf ) = x0 = xf (3) (2) 1 2
tf

(x2 + u2 )dt
0

(1)

where tf is xed. Rather than solving this problem using the rst-order optimality conditions for a standard optimal control problem, reformulate the problem as a calculus of variations problem in terms of x(t) and x(t). In other words, eliminate the control from the problem so that the modied problem has the form
tf

minimize
0

L[x(t), x(t), t]dt

(4)

with the boundary conditions as given above. Formulate the rst-order optimality conditions for this modied problem. If possible, solve the rst-order optimality conditions analytically. If not, solve them numerically to determine the optimal trajectory and control (x (t), u (t)). In your results, use x(0) = x(tf ) = 1 and tf = (5, 10, 15, 20).

Question 2: 35 Points
Consider the following optimal control problem. Minimize the cost functional J = tf subject to the dynamic constraints x = v sin u, y = v cos u, v = g cos u, and the boundary conditions x(0) = x0 y(0) = y0 v(0) = v0 The optimal solution to this problem is x (t) y (t) v (t)

(5)

(6)

, x(tf ) = xf , , y(tf ) = yf , , v(tf ) = Free.

(7)

= R(2u (t) sin 2u (t)), = R(1 cos 2u (t)), =

2gy (t), (t) = , x g (t) = cot t , y f g (t) (t) y x (t) = cos u (t) + sin u (t), v u (t) = t , where y (t) 0, g R t f = 10, yf , 1 cos a0 2gyf , 4R sin a0 /2 yf a0 sin(a0 /2) 2gyf = = =

(8)

(9)

and a0 is the solution to the algebraic equation a0 sin a0 xf + = 0. 1 cos a0 yf (10)

Using the boundary conditions x(0) = y(0) = v(0) = 0 and x(tf ) = y(tf ) = 2, compute discrete approximations to the solution of the above optimal control problem using (1) an indirect shooting method and (2) a direct shooting method. When using direct shooting, parameterize the control using a polynomial of the form
N

(t)
k=0

ck k (t)

(11)

where k (t) are the standard polynomials (1, t, t2 , . . .). In each case, compute the errors in your solution using the following criteria. If z(t) and z (t) are the approximate and exact solutions, the error is computed as E = max z(t) z (t) 2
t[t0 ,tf ]

In the case of direct shooting, compute the errors for different values of N and stop when you think N is sufciently large. 4

Question 3: 40 Points
Consider the following optimal control problem. Maximize J = x(tf ) subject to the dynamic constraints x y u v and the boundary conditions x(0) = 0 y(0) = 0 u(0) = 0 v(0) = 0 y(tf ) = yf v(tf ) = 0 = = = = u v a cos a sin (13) (12)

(14)

where a = 1 and yf = 1, tf = 10, and is the control. compute discrete approximations to the solution of the above optimal control problem using (1) an indirect shooting method and (2) a direct shooting method.