Development of an hp-version finite element method for computational optimal control

Abstract

The purpose of this research effort was to begin the study of the application of hp-version finite elements to the numerical solution of optimal control problems. Under NAG-939, the hybrid MACSYMA/FORTRAN code GENCODE was developed which utilized h-version finite elements to successfully approximate solutions to a wide class of optimal control problems. In that code the means for improvement of the solution was the refinement of the time-discretization mesh. With the extension to hp-version finite elements, the degrees of freedom include both nodal values and extra interior values associated with the unknown states, co-states, and controls, the number of which depends on the order of the shape functions in each element. One possible drawback is the increased computational effort within each element required in implementing hp-version finite elements. We are trying to determine whether this computational effort is sufficiently offset by the reduction in the number of time elements used and improved Newton-Raphson convergence so as to be useful in solving optimal control problems in real time. Because certain of the element interior unknowns can be eliminated at the element level by solving a small set of nonlinear algebraic equations in which the nodal values are taken as given, the scheme may turn out to be especially powerful in a parallel computing environment. A different processor could be assigned to each element. The number of processors, strictly speaking, is not required to be any larger than the number of sub-regions which are free of discontinuities of any kind