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Multiple shooting approach

In order to increase the robustness of the numerical method, multiple shooting can optionally be applied to split up the whole time interval into several smaller ones for numerical integration [7], [15]. Therefore, another time grid tex2html_wrap_inline1275 consisting of NMZGIT multiple shooting nodes


can be selected. The values of the state variables tex2html_wrap_inline1277 and tex2html_wrap_inline1279 at the multiple shooting nodes then become unknowns that have to be determined by the optimization procedure.

A ``relaxation'' technique is applied in order to obtain consistent initial values for the differential-algebraic intial value problems on the subintervals of the multiple shooting discretization [4].

It should be noted that the time grid of the multiple shooting nodes is independent of the time grid for the discretization of the control variables.

Oskar von Stryk
Tue Feb 1 13:50:42 CET 2000