一种改进的CVP方法及其在动态优化中的应用

针对控制向量参数化方法敏感度方程求解耗时长、时间节点数难确定等问题，提出一种改进的控制向量参数化方法．首先利用分段常数对系统敏感度方程进行近似处理，有效地得到了敏感度方程的近似解析解，避免了对高维敏感度方程数值积分的计算负担；然后根据目标函数关于控制参数的敏感度来选择需要细化的控制参数，得到满足优化精度要求的最优时间节点数．针对非线性ＣＳＴＲ 的仿真研究验证了所提出算法的可行性和有效性．

Enhanced control vector parameterization method and its application in dynamic optimization

An enhanced control vector parameterization method is presented for the solution of dynamic optimization problems.An analytical solution of sensitivity equations is obtained with approximating the derivative information by using piecewise constant,which avoids expensive computation time to integrate high dimensions sensitivity equations.Then according to the sensitivity of objective with respect to control parameters,the parameters that need further refinement are chosen,and the optimal number of the time i...