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Solution of nonlinear delay optimal control problems using a composite pseudospectral collocation method

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  • We develop a composite collocation approximation scheme for the numerical solution of nonlinear delay optimal control problems. For this purpose, we present an extension and also modification for the Gauss pseudospectral method using the hybrid of block-pulse functions and Lagrange polynomials based on the Legendre-Gauss points. In this respect, we derive the corresponding operational matrix of derivative according to the weak representation of derivative operator. In order to demonstrate the applicability, efficiency and accuracy of the proposed method, we examine two illustrative examples.
    Mathematics Subject Classification: Primary: 49M25; Secondary: 65D25, 65M70.


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