SHOOT2.0: An indirect grid shooting package for optimal control problems, with switching handling and embedded continuation

Pierre Martinon (1, 2) , Joseph Gergaud (3, 4)

1 Commands - Control, Optimization, Models, Methods and Applications for Nonlinear Dynamical Systems
2 CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique
3 IRIT-APO - Algorithmes Parallèles et Optimisation
4 Toulouse INP - Institut National Polytechnique (Toulouse)

The SHOOT2.0 package implements an indirect shooting method for optimal control problems. It is specifically designed to handle control discontinuities, with an automatic switching detection that requires no assumptions concerning the number of switchings. Special care is also devoted to the computation of the Jacobian matrix of the shooting function, using the variational system instead of classical finite differences. The package also features an embedded continuation method and an automatic (parallel) grid shooting in order to reduce the dependency to the initialization.

Domaines: Optimisation et contrôle [math.OC]

Pierre Martinon, Joseph Gergaud. SHOOT2.0: An indirect grid shooting package for optimal control problems, with switching handling and embedded continuation. [Research Report] RR-7380, INRIA. 2010, pp.30. ⟨inria-00517515v2⟩