Tight Bounds on Polynomials and Its Application to Dynamic Optimization Problems

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Authors: Eduardo M. G. Vila, Eric C. Kerrigan, Paul Bruce
Cited by: 0

Abstract

This paper presents a pseudo-spectral method for Dynamic Optimization Problems (DOPs) that allows for tight polynomial bounds to be achieved via flexible sub-intervals. The proposed method not only rigorously enforces inequality constraints, but also allows for a lower cost in comparison with non-flexible discretizations. Two examples are provided to demonstrate the feasibility of the proposed method to solve optimal control problems. Solutions to the example problems exhibited up to a tenfold reduction in relative cost.

Fields of Study & Subjects

Advanced Optimization Algorithms Research

Publication details

Journal / source
IEEE Transactions on Automatic Control
Volume
71
Issue
8
Pages
5612–5619
Publication date
30 March 2026
Language
EN