On the variational discretisation of optimal control problems for unconstrained Lagrangian dynamics
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We discretise a recently proposed new Lagrangian approach to optimal control problems with dynamics described by force-controlled Euler-Lagrange equations (Konopik et al., in Nonlinearity 38:11, 2025). The resulting discretisations are in the form of discrete Lagrangians. We show that the discrete necessary conditions for optimality obtained provide variational integrators for the continuous problem, akin to Karush-Kuhn-Tucker (KKT) conditions for standard direct approaches. This approach paves the way for the use of variational error analysis to derive the order of convergence of the resulting numerical schemes for both state and costate variables and to apply discrete Noether’s theorem to compute conserved quantities, distinguishing itself from existing geometric approaches. We show for a family of low-order discretisations that the resulting numerical schemes are ‘ doubly-symplectic ’, meaning they yield forced symplectic integrators for the underlying controlled mechanical system and overall symplectic integrators in the state-adjoint space. Multi-body dynamics examples are solved numerically using the new approach. In addition, the new approach is compared to standard direct approaches in terms of computational performance and error convergence. The results highlight the advantages of the new approach, namely, better performance and convergence behaviour of state and costate variables consistent with variational error analysis and automatic preservation of certain first integrals.