Fast Mesh Refinement in Pseudospectral Optimal Control

Mesh refinement in pseudospectral (PS) optimal control is embarrassingly easy --- simply increase the order $N$ of the Lagrange interpolating polynomial and the mathematics of convergence automates the distribution of the grid points. Unfortunately, as $N$ increases, the condition number of the resulting linear algebra increases as $N^2$; hence, spectral efficiency and accuracy are lost in practice. In this paper, we advance Birkhoff interpolation concepts over an arbitrary grid to generate well-conditioned PS optimal control discretizations. We show that the condition number increases only as $\sqrt{N}$ in general, but is independent of $N$ for the special case of one of the boundary points being fixed. Hence, spectral accuracy and efficiency are maintained as $N$ increases. The effectiveness of the resulting fast mesh refinement strategy is demonstrated by using \underline{polynomials of over a thousandth order} to solve a low-thrust, long-duration orbit transfer problem.Comment: 27 pages, 12 figures, JGCD April 201

The Breadth-one DD-invariant Polynomial Subspace

We demonstrate the equivalence of two classes of $D$-invariant polynomial subspaces introduced in [8] and [9], i.e., these two classes of subspaces are different representations of the breadth-one $D$-invariant subspace. Moreover, we solve the discrete approximation problem in ideal interpolation for the breadth-one $D$-invariant subspace. Namely, we find the points, such that the limiting space of the evaluation functionals at these points is the functional space induced by the given $D$-invariant subspace, as the evaluation points all coalesce at one point

A Universal Birkhoff Theory for Fast Trajectory Optimization

Over the last two decades, pseudospectral methods based on Lagrange interpolants have flourished in solving trajectory optimization problems and their flight implementations. In a seemingly unjustified departure from these highly successful methods, a new starting point for trajectory optimization is proposed. This starting point is based on the recently-developed concept of universal Birkhoff interpolants. The new approach offers a substantial computational upgrade to the Lagrange theory in completely flattening the rapid growth of the condition numbers from O(N2) to O(1), where N is the number of grid points. In addition, the Birkhoff-specific primal-dual computations are isolated to a well-conditioned linear system even for nonlinear, nonconvex problems. This is part I of a two-part paper. In part I, a new theory is developed on the basis of two hypotheses. Other than these hypotheses, the theoretical development makes no assumptions on the choices of basis functions or the selection of grid points. Several covector mapping theorems are proved to establish the mathematical equivalence between direct and indirect Birkhoff methods. In part II of this paper (with Proulx), it is shown that a select family of Gegenbauer grids satisfy the two hypotheses required for the theory to hold. Numerical examples in part II illustrate the power and utility of the new theory

Implementations of the Universal Birkhoff Theory for Fast Trajectory Optimization

This is part II of a two-part paper. Part I presented a universal Birkhoff theory for fast and accurate trajectory optimization. The theory rested on two main hypotheses. In this paper, it is shown that if the computational grid is selected from any one of the Legendre and Chebyshev family of node points, be it Lobatto, Radau or Gauss, then, the resulting collection of trajectory optimization methods satisfy the hypotheses required for the universal Birkhoff theory to hold. All of these grid points can be generated at an $\mathcal{O}(1)$ computational speed. Furthermore, all Birkhoff-generated solutions can be tested for optimality by a joint application of Pontryagin's- and Covector-Mapping Principles, where the latter was developed in Part~I. More importantly, the optimality checks can be performed without resorting to an indirect method or even explicitly producing the full differential-algebraic boundary value problem that results from an application of Pontryagin's Principle. Numerical problems are solved to illustrate all these ideas. The examples are chosen to particularly highlight three practically useful features of Birkhoff methods: (1) bang-bang optimal controls can be produced without suffering any Gibbs phenomenon, (2) discontinuous and even Dirac delta covector trajectories can be well approximated, and (3) extremal solutions over dense grids can be computed in a stable and efficient manner

The linear algebra of interpolation with finite applications giving computational methods for multivariate polynomials

Thesis (Ph.D.) University of Alaska Fairbanks, 1988Linear representation and the duality of the biorthonormality relationship express the linear algebra of interpolation by way of the evaluation mapping. In the finite case the standard bases relate the maps to Gramian matrices. Five equivalent conditions on these objects are found which characterize the solution of the interpolation problem. This algebra succinctly describes the solution space of ordinary linear initial value problems. Multivariate polynomial spaces and multidimensional node sets are described by multi-index sets. Geometric considerations of normalization and dimensionality lead to cardinal bases for Lagrange interpolation on regular node sets. More general Hermite functional sets can also be solved by generalized Newton methods using geometry and multi-indices. Extended to countably infinite spaces, the method calls upon theorems of modern analysis

Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection

Matrix functions are a central topic of linear algebra, and problems of their numerical approximation appear increasingly often in scientific computing. We review various rational Krylov methods for the computation of large-scale matrix functions. Emphasis is put on the rational Arnoldi method and variants thereof, namely, the extended Krylov subspace method and the shift-and-invert Arnoldi method, but we also discuss the nonorthogonal generalized Leja point (or PAIN) method. The issue of optimal pole selection for rational Krylov methods applied for approximating the resolvent and exponential function, and functions of Markov type, is treated in some detail