MatthewPeterKelly/OptimTraj

Costate Estimates

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#23 opened on Sep 9, 2016

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 (1 comment) (1 reaction) (0 assignees)MATLAB (704 stars) (219 forks)batch import
enhancementhelp wanted

Description

Do you plan to compute estimates of the costates and provide those with the OptimTraj solution, in addition to the states and controls? The costates can be useful if one wants to use an indirect method. Many optimal control solvers, such as the MATLAB solvers GPOPS-II, DIDO, PROPT, ICLOCS, and FALCON.m and the C++ solver PSOPT, do provide costate estimates in the solution.

GPOPS-II: http://www.gpops2.com/ DIDO: http://www.elissarglobal.com/academic/products/ PROPT: http://tomdyn.com/ ICLOCS: http://www.ee.ic.ac.uk/ICLOCS/ FALCON.m: http://www.fsd.mw.tum.de/software/falcon-m/ PSOPT: http://www.psopt.org/

Contributor guide

Tech stack
None
Domain
backend
Issue type
feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
4
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
over 1 week
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
stale
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
clear
Prerequisites
optimal control theoryMATLABOptimTraj internals
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
20
Research direction
Review any existing comment for maintainer guidance. Examine how OptimTraj currently outputs states and controls in the solution object (likely in the 'soln' class or output functions). Costates can be derived from the Lagrange multipliers already used in the transcription process. Look at references like GPOPS II and PSOPT for analogous implementation patterns. Implement an option to compute and return costate estimates alongside states and controls.