Finite Elements with Switch Detection for Numerical Optimal Control of Projected Dynamical Systems

The Finite Elements with Switch Detection (FESD) method is a highly accurate direct transcription method for optimal control of several classes of nonsmooth dynamical systems. This paper extends the FESD method to Projected Dynamical Systems (PDS) and first-order sweeping processes with time-independent sets. This method discretizes an equivalent dynamic complementarity system and exploits the particular structure of the discontinuities present in these systems. In the FESD method, allowing integration step sizes to be degrees of freedom, and introducing additional complementarity constraints, enables the exact detection of nonsmooth events. In contrast to the standard fixed-step Runge-Kutta methods, this approach allows for the recovery of full-order integration accuracy and the correct computation of numerical sensitivities. Numerical examples illustrate the effectiveness of the proposed method in an optimal control context. This method and the examples are included in the open-source software package nosnoc.
Comment: 7 pages, 3 figures, Submitted to 2024 IEEE Conference on Decision and Control (CDC)