ON NUMERICAL METHODS FOR SINGULAR OPTIMAL CONTROL PROBLEMS: AN APPLICATION TO AN AUV PROBLEM

We discuss and compare numerical methods to solve singular optimal control problems by the direct method. Our discussion is illustrated by an Autonomous Underwater Vehicle (AUV) problem with state constraints. For this problem, we test four different approaches to solve numerically our problem via the direct method. After discretizing the optimal control problem we solve the resulting optimization problem with (i) A Mathematical Programming Language (AMPL), (ii) the Imperial College London Optimal Control Software (ICLOCS), (iii) the Gauss Pseudospectral Optimization Software (GPOPS) as well as with (iv) a new algorithm based on mixed-binary non-linear programming reported in [7]. This algorithm consists on converting the optimal control problem to a Mixed Binary Optimal Control (MBOC) problem which is then transcribed to a mixed binary non-linear programming problem (MBNLP) problem using Legendre-Radau pseudospectral method. Our case study shows that, in contrast with the first three approaches we test (all relying on IPOPT or other numerical optimization software packages like KNITRO), the MBOC approach detects the structure of the AUV's problem without a priori information of optimal control and computes the switching times accurately.