Second order optimality conditions with applications

International audience; The aim of this article is to present the algorithm to compute the first conjugate point along a smooth extremal curve. Under generic assump- tions, the tra jectory ceases to be optimal at such a point. An implementation of this algorithm, called cotcot, is available online and based on recent devel- opments in geometric optimal control. It is applied to analyze the averaged optimal transfer of a satellite between elliptic orbits.

Geometric optimal control of elliptic Keplerian orbits

This article deals with the transfer of a satellite between Keplerian orbits. We study the controllability properties of the system and make a preliminary analysis of the time optimal control using the maximum principle. Second order sufficient conditions are also given. Finally, the time optimal trajectory to transfer the system from an initial low orbit with large eccentricity to a terminal geostationary orbit is obtained numerically.

Conjugate times for smooth singular trajectories and bang-bang extremals

Abstract In this paper we discuss the problem of estimating conjugate times along smooth singular or bang-bang extremals. For smooth extremals conjugate times can be defined in the generic case by using the intrinsic second order derivative or the exponential mapping. An algorithm is given which was implemented in the SR-case to compute the caustic [1] or in recent applied problems [5],[9]. We investigate briefly the problem of using this algorithm in the bang-bang case by smoothing the corners of extremals

Second order optimality conditions in the smooth case and applications in optimal control

International audience; The aim of this article is to present algorithms to compute the first conjugate time along a smooth extremal curve, where the trajectory ceases to be optimal. It is based on recent theoretical developments of geometric optimal control, and the article contains a review of second order optimality conditions. The computations are related to a test of positivity of the intrinsic second order derivative or a test of singularity of the extremal flow. We derive an algorithm called COTCOT (Conditions of Order Two and COnjugate times), available on the web, and apply it to the minimal time problem of orbit transfer, and to the attitude control problem of a rigid spacecraft. …

Classification of local optimal syntheses for time minimal control problems with state constraints

This paper describes the analysis under generic assumptions of the small \textit{time minimal syntheses} for single input affine control systems in dimension $3$, submitted to \textit{state constraints}. We use geometric methods to evaluate \textit{the small time reachable set} and necessary optimality conditions. Our work is motivated by the \textit{optimal control of the atmospheric arc for the re-entry of a space shuttle}, where the vehicle is subject to constraints on the thermal flux and on the normal acceleration.

Asymptotics of accessibility sets along an abnormal trajectory

We describe precisely, under generic conditions, the contact of the accessibility set at time $T$ with an abnormal direction, first for a single-input affine control system with constraint on the control, and then as an application for a sub-Riemannian system of rank 2. As a consequence we obtain in sub-Riemannian geometry a new splitting-up of the sphere near an abnormal minimizer $\gamma$ into two sectors, bordered by the first Pontryagin's cone along $\gamma$, called the $\xLinfty$-sector and the $\xLtwo$-sector. Moreover we find again necessary and sufficient conditions of optimality of an abnormal trajectory for such systems, for any optimization problem.

Optimal control of the atmospheric arc of a space shuttle and numerical simulations with multiple-shooting method

This article, continuation of previous works, presents the applications of geometric optimal control theory to the analysis of the Earth re-entry problem for a space shuttle where the control is the angle of bank, the cost is the total amount of thermal flux, and the system is subject to state constraints on the thermal flux, the normal acceleration and the dynamic pressure. Our analysis is based on the evaluation of the reachable set using the maximum principle and direct computations with the boundary conditions according to the CNES research project\footnote{The project is partially supported by the Centre National d'Etude Spatiales.}. The optimal solution is approximated by a concatenat…

Sub-Riemannian geometry: one-parameter deformation of the Martinet flat case

Une approche géométrique du contrôle optimal de l'arc atmosphérique de la navette spatiale

L'objectif de ce travail est de faire quelques remarques géométriques et des calculs préliminaires pour construire l'arc atmosphérique optimal d'une navette spatiale (problème de rentrée sur Terre ou programme d'exploration de Mars). Le système décrivant les trajectoires est de dimension 6, le contrôle est l'angle de gîte cinématique et le coût est l'intégrale du flux thermique. Par ailleurs il y a des contraintes sur l'état (flux thermique, accélération normale et pression dynamique). Notre étude est essentiellement géométrique et fondée sur une évaluation de l'ensemble des états accessibles en tenant compte des contraintes sur l'état. On esquisse une analyse des extrémales du Principe du …

Cotcot: short reference manual

Technical report; This reference introduces the Matlab package COTCOT designed to compute extremals in the case of smooth Hamiltonian systems, and to obtain the associated conjugate points with respect to the index performance of the underlying optimal control problem.

The transcendence required for computing the sphere and wave front in the Martinet sub-Riemannian geometry

Consider a \it{sub-Riemannian geometry} $(U,D,g)$ where $U$ is a neighborhood of $O$ in $\mathbb{R}^3$, $D$ is a \it{Martinet type distribution} identified to $Ker \,\omega$, $\omega =dz-\f{y^2}{2}dx$, $q=(x,y,z)$ and $g$ is a \it{metric on $D$} which can be taken in the normal form : \mbox{$a(q)dx^2+c(q)dy^2$}, \mbox{$a=1+yF(q)$}, \mbox{$c=1+G(q)$}, \mbox{$G_{|x=y=0}=0$}. In a previous article we analyzed the \it{flat case} : \mbox{$a=c=1$} ; we showed that the set of geodesics is integrable using \it{elliptic integrals} of the \it{first and second kind} ; moreover we described the sphere and the wave front near the abnormal direction using the \it{\mbox{exp-log} category}. The objective o…

Stratification du secteur anormal dans la sphère de Martinet de petit rayon

L’objectif de cet article est de fournir le cadre geometrique pour faire une analyse de la singularite de l’application exponentielle le long d’une direction anormale en geometrie sous-Riemannienne. Il utilise les calculs de [9], [12], et conduit dans le cas Martinet a une stratification de la singularite en secteurs Lagrangiens.

Chance constrained optimization of a three-stage launcher

Journées SMAI-MODE 2016 (Toulouse)

Kernel Density Estimation applied to the chance-constrained Goddard problem

Solving chance constrained optimal control problems in aerospace via Kernel Density Estimation

International audience; The goal of this paper is to show how non-parametric statistics can be used to solve some chance constrained optimization and optimal control problems. We use the Kernel Density Estimation method to approximate the probability density function of a random variable with unknown distribution , from a relatively small sample. We then show how this technique can be applied and implemented for a class of problems including the God-dard problem and the trajectory optimization of an Ariane 5-like launcher.

Optimality of singular trajectories and asymptotics of accessibility sets under generic assumptions

We investigate minimization problems along a singular trajectory of a single-input affine control system with constraint on the control, and then as an application of a sub-Riemannian system of rank 2. Under generic assumptions we get necessary and sufficient conditions for optimality of such a singular trajectory. Moreover we describe precisely the contact of the accessibility sets at time $T$ with the singular direction. As a consequence we obtain in sub-Riemannian geometry a new splitting-up of the sphere near an abnormal minimizer $\gamma$ into two sectors, bordered by the first Pontryagin's cone along $\gamma$, called the $L^\infty$-sector and the $L^2$-sector.

Bifurcations of Reachable Sets Near an Abnormal Direction and Consequences

We describe precisely, under generic conditions, the contact and the bifurcations of the reachable set at time T along an abnormal direction, first for a single-input affine control system with constraint on the control, and then as an application for a sub-Riemannian system of rank 2. As a consequence we obtain in sub-Riemannian geometry a new splitting-up of the sphere near an abnormal minimizer γ into two sectors, bordered by the first Pontryagin’s cone along γ, called the L ∞-sector and the L 2-sector. Moreover we find again necessary and sufficient conditions of optimality of an abnormal trajectory for such systems, for any optimization problem.

Regularization of chattering phenomena via bounded variation controls

In control theory, the term chattering is used to refer to strong oscillations of controls, such as an infinite number of switchings over a compact interval of times. In this paper we focus on three typical occurences of chattering: the Fuller phenomenon, referring to situations where an optimal control switches an infinite number of times over a compact set; the Robbins phenomenon, concerning optimal control problems with state constraints, meaning that the optimal trajectory touches the boundary of the constraint set an infinite number of times over a compact time interval; the Zeno phenomenon, referring as well to an infinite number of switchings over a compact set, for hybrid optimal co…

Optimisation d’un lanceur

Non subanalyticity of sub-Riemannian Martinet spheres

Abstract Consider the sub-Riemannian Martinet structure (M,Δ,g) where M= R 3 , Δ= Ker ( d z− y 2 2 d x) and g is the general gradated metric of order 0 : g=(1+αy) 2 d x 2 +(1+βx+γy) 2 d y 2 . We prove that if α≠0 then the sub-Riemannian spheres S(0,r) with small radii are not subanalytic.

Etude asymptotique et transcendance de la fonctionvaleur en contrôle optimal. Catégorie log-exp en géométrie sous-Riemannienne dans le cas Martinet.

The main subject of this work is the study and the role ofabnormal trajectories in optimal control theory.We first recall some fundamental results in optimal control. Thenwe investigate the optimality of abnormal trajectories forsingle-input affine systems with constraint on the control, firstfor the time-optimal problem, and then for any cost, the finaltime being fixed or not.Using such an affine system,we extend this theory to sub-Riemannian systems of rank 2.These results show that, under general conditions, an abnormaltrajectory is \it{isolated} among all solutions of the systemhaving the same limit conditions, and thus is \it{locallyoptimal}, until a first \it{conjugate point} which ca…

Computation of conjugate times in smooth optimal control: the COTCOT algorithm

Conjugate point type second order optimality conditions for extremals associated to smooth Hamiltonians are evaluated by means of a new algorithm. Two kinds of standard control problems fit in this setting: the so-called regular ones, and the minimum time singular single-input affine systems. Conjugate point theory is recalled in these two cases, and two applications are presented: the minimum time control of the Kepler and Euler equations.