Abstract
The chapter introduces an approach to solve optimal control problems with multiple conflicting objectives. The approach proposed in this chapter generates sets of Pareto optimal control laws that satisfy a set of boundary conditions and path constraints. The chapter starts by introducing basic concepts of multi-objective optimisation and optimal control theory and then presents a general formulation of multi-objective optimal control problems in scalar form using the Pascoletti-Serafini scalarisation method. From this scalar form the chapter derives the first order necessary conditions for local optimality and develops a direct transcription method by Finite Elements in Time (DFET) that turns the infinite dimensional multi-objective optimal control problem into a finite dimensional multi-objective nonlinear programming problem (MONLP). The transcription method is proven to be locally convergent under some assumptions on the nature of the optimal control problem. A memetic agent-based optimisation approach is then proposed to solve the MONLP problem and return a partial reconstruction of the globally optimal Pareto set. An illustrative example concludes the chapter.
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Acknowledgements
The research was partially funded by an ESA NPI grant (ref TEC-ECN-SoW-20140806) and Airbus Defence & Space. The author would like to thank Mr Lorenzo Ricciardi for the contribution to the development and implementation of the algorithms used for the generation of the numerical results in this chapter.
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Vasile, M. (2019). Multi-Objective Optimal Control: A Direct Approach. In: Baù, G., Celletti, A., Galeș, C., Gronchi, G. (eds) Satellite Dynamics and Space Missions. Springer INdAM Series, vol 34. Springer, Cham. https://doi.org/10.1007/978-3-030-20633-8_6
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