MatthewPeterKelly/OptimTraj

Costate Estimates

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#23 opened on Sep 9, 2016

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enhancementhelp wanted

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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

Research direction
Investigate how to compute costate estimates from the direct transcription method used by OptimTraj. Review literature on adjoint estimation for direct collocation, such as using the Karush Kuhn Tucker (KKT) multipliers from the nonlinear programming solver. Consider implementing a function that extracts costates from the dual variables of the NLP solver (e.g., IPOPT or fmincon). Check existing implementations in similar solvers like GPOPS II or PSOPT for reference.
Tech stack
matlab
Domain
backend
Issue type
Feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
2
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
1-2 days
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
Active
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
Mostly clear
Prerequisites
MATLAB
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
35