Asymptotic continuation method for trajectory optimization
A continuation method is applied to a singular perturbation parameter to obtain a new numerical method for computing optimal trajectories. This method allows one to use simply calculated reduced order approximations as starting solutions and continue the perturbation parameter until the optimal full-order solution is obtained. The method does not require the calculation of higher order correction terms nor does it require the perturbation parameter to be small - thus, it has potentially superior convergence properties compared to conventional asymptotic expansions when the perturbation parameter is large. A simple trajectory optimization problem is considered to illustrate the method.