Dynamic optimization of nonlinear differential game problems using orthogonal collocation with analytical sensitivities

This article presents an effective computational method based on the orthogonal collocation on finite element for nonlinear pursuit-evasion differential game problems. The original problems are transformed into two dynamic optimization problems at first, so that the difficulty of obtaining the solution is reduced. To improve the convergence rate and the efficiency, the sensitivities describing the influence of control and interval parameters on state are derived through the discretized dynamic equations for the resulting nonlinear programming problem. The convergence speed is introduced to measure the performance in the upper level iteration. The main structure and the algorithm of the method are also given. Two demonstrative differential game problems with different scenarios from practice are studied. Compared with the approach without sensitivity information, the proposed method needs less function evaluations and saves at least 68.4% of the computational time. The research results show the effectiveness of proposed approach.