Modified multiple shooting combined with collocation method in JModelica.org with symbolic calculations
This paper presents an efficient and a novel implementation of a combined multiple shooting and collocation (CMSC) algorithm for the solution of nonlinear optimal control problems. The implemented algorithm is a modification of the approach proposed in [17; 18]. The new implementation is done under the JModelica.org framework along with CasADi and Ipopt. The framework uses a symbolic pre-calculation of functions and derivatives. Besides the integration of various components of JModelica.org; Ipopt; and CasADi; the implementation facilitates simpler modeling of optimal control problems along with a choice of options for various linear algebra algorithms. The paper gives a description of the algorithm and elaborates the components of the framework. Numerical experimentations show that the new implementation is efficient in comparison with the published results of other authors.