Example 7.2 (i) from the paper: H. Maurer, "Numerical solution of singular control problems using multiple shooting techniques", Journal of Optimization Theory and Applications, Vol. 18, No. 2, 1976, pp. 235-257
L.G. van Willigenburg, W.L. de Koning
Copyright (c) 2007-2009 by Tomlab Optimization Inc.
toms t t_f % Parameters aalpha = 0.01227; bbeta = 0.145e-3; c = 2060; g0 = 9.81; r0 = 6.371e6; r02=r0*r0; m0 = 214.839; mf = 67.9833; Fm = 9.525515;
for n=[20 40 60]
p = tomPhase('p', t, 0, t_f, n);
setPhase(p);
tomStates h v m
tomControls F
% Initial guess
if n==20
x0 = {t_f==250
icollocate({v == 0; h == 0
m == m0})
collocate(F == Fm)};
else
x0 = {t_f == tfopt
icollocate({v == vopt; h == hopt
m == mopt})
collocate(F == Fopt)};
end
% Box constraints
cbox = {100 <= t_f <= 300
icollocate({0 <= v; 0 <= h
mf <= m <= m0
0 <= F <= Fm})};
% Boundary constraints
cbnd = {initial({v == 0; h == 0; m == m0})
final({v==0; m == mf})};
D = aalpha*v.^2.*exp(-bbeta*h);
g = g0; % or g0*r02./(r0+h).^2;
% ODEs and path constraints
ceq = collocate({dot(h) == v
m*dot(v) == F*c-D-g*m
dot(m) == -F});
% Objective
objective = -1e-4*final(h);
options = struct;
options.name = 'Goddard Rocket 1';
options.Prob.SOL.optPar(30) = 30000;
solution = ezsolve(objective, {cbox, cbnd, ceq}, x0, options);
% Optimal v and more to use as starting guess
vopt = subs(v, solution);
hopt = subs(h, solution);
mopt = subs(m, solution);
Fopt = subs(F, solution);
tfopt = subs(t_f, solution);
Problem type appears to be: lpcon
Starting numeric solver
===== * * * =================================================================== * * *
TOMLAB - Tomlab Optimization Inc. Development license 999001. Valid to 2011-02-05
=====================================================================================
Problem: --- 1: Goddard Rocket 1 f_k -15.580049356479115000
sum(|constr|) 0.000028635866519332
f(x_k) + sum(|constr|) -15.580020720612596000
f(x_0) 0.000000000000000000
Solver: snopt. EXIT=0. INFORM=1.
SNOPT 7.2-5 NLP code
Optimality conditions satisfied
FuncEv 1 ConstrEv 217 ConJacEv 216 Iter 45 MinorIter 1278
CPU time: 0.484375 sec. Elapsed time: 0.500000 sec.
Problem type appears to be: lpcon
Starting numeric solver
===== * * * =================================================================== * * *
TOMLAB - Tomlab Optimization Inc. Development license 999001. Valid to 2011-02-05
=====================================================================================
Problem: --- 1: Goddard Rocket 1 f_k -15.718139470103905000
sum(|constr|) 0.043635004313635782
f(x_k) + sum(|constr|) -15.674504465790269000
f(x_0) -15.580049356479037000
Solver: snopt. EXIT=0. INFORM=1.
SNOPT 7.2-5 NLP code
Optimality conditions satisfied
FuncEv 1 ConstrEv 237 ConJacEv 235 Iter 34 MinorIter 919
CPU time: 1.000000 sec. Elapsed time: 1.000000 sec.
Problem type appears to be: lpcon
Starting numeric solver
===== * * * =================================================================== * * *
TOMLAB - Tomlab Optimization Inc. Development license 999001. Valid to 2011-02-05
=====================================================================================
Problem: --- 1: Goddard Rocket 1 f_k -15.731752553138087000
sum(|constr|) 0.000724004045428859
f(x_k) + sum(|constr|) -15.731028549092658000
f(x_0) -15.718139470103878000
Solver: snopt. EXIT=0. INFORM=1.
SNOPT 7.2-5 NLP code
Optimality conditions satisfied
FuncEv 1 ConstrEv 271 ConJacEv 270 Iter 51 MinorIter 4625
CPU time: 3.218750 sec. Elapsed time: 3.265000 sec.
end t = subs(collocate(t),solution); v = subs(collocate(vopt),solution); h = subs(collocate(hopt),solution); m = subs(collocate(mopt),solution); F = subs(collocate(Fopt),solution);
subplot(2,1,1)
plot(t,v/1e3,'*-',t,h/1e5,'*-',t,m/1e2,'*-');
legend('v','h','m');
title('Goddard Rocket state variables');
subplot(2,1,2)
plot(t,F,'+-');
legend('F');
title('Goddard Rocket control');