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Van der Pol Oscillator (Jump)

From mintOC

This is an implementation of a slightly modified form of the Van der Pol Oscillator problem using JuMP.

The problem in question can be stated as follows:

maxx,ux3(tf)s.t.x˙1=(1x22)x1x2+u,x˙2=x1,x˙3=x12+x22+u2,x(0)=(0,1,0)T,u(t)[0.3,1].

where [t0,tf]=[0,5].


The problem was discretized and the ODEs are solved using the explicit Euler method. Although not necessary in JuMP the code was divided into three parts (following AMPL) - model file, data file and run file. The run file calls the other files and performs additional tasks such as printing results.

A reference solution including plots done with JuMP can be found below the code!


Model file ("vdposc_mod.jl"):

#JuMP implementation of Van der Pol oscillator using collocation
#mod file

#declaring the model
m = Model(solver=IpoptSolver())

#defining variables
@defVar(m, x[ii=1:n_x, tt=1:N])
@defVar(m, L_control <= u[jj = 1:n_u, tt=1:N] <= U_control)

#set objective function
@setObjective(m, Min, x[3,N])

#setting constraints
#starting values
@addConstraint(m, starting_value[ii=1:n_x], x[ii,1] == x_start[ii])

#ODE - solved with explicit euler method (i.e. x_k+1 = x_k + stepsize * f(x_k, t_k))
@addNLConstraint(m, ODE_nonlin[ii=1:1, tt=1:N-1],  x[ii,tt+1] - x[ii,tt] - step_size * ((1 - x[2,tt]^2) * x[1,tt]
 - x[2,tt] + u[1,tt]) == 0)
@addConstraint(m, ODE[ii=2:n_x, tt=1:N-1],  x[ii,tt+1] - x[ii,tt] - step_size * ode_rhs(time_disc[tt], x[:,tt], u[:,tt])[ii]  >= 0)
@addConstraint(m, ODE[ii=2:n_x, tt=1:N-1],  x[ii,tt+1] - x[ii,tt] - step_size * ode_rhs(time_disc[tt], x[:,tt], u[:,tt])[ii]  <= 0)

Data file ("vdposc_dat.jl"):

#JuMP implementation of Van der Pol oscillator using collocation
#dat file

#number of states
n_x = 3;

#number of controls
n_u = 1;

##discretization
#number of shooting intervals / discretization points
N = 300;
#starting / end time
t_start = 0;
t_end = 5;
#time discretization
time_disc = linspace(t_start,t_end, N+1);
step_size = (t_end - t_start)/N;

#starting value
x_start = [0, 1, 0];

#bounds for control
L_control = -0.3;
U_control = 1;


##right hand side of ODE
function ode_rhs(time, state, control)
#give in form f1, f2, f3,...
0,
state[1],
state[1]^2 + state[2]^2 + control[1]^2
end

Run file ("vdposc_run.jl"):

#JuMP implementation of Van der Pol oscillator using collocation
#run file

using JuMP;
using Ipopt;


println("----------------------------------------------------")
println("Time used for data")
@time include("vdposc_dat.jl")
println("----------------------------------------------------")
println("Time used for modeling")
@time include("vdposc_mod.jl")
println("----------------------------------------------------")
println("Time used for solving")
@time solve(m);

println("----------------------------------------------------")
println("----------------------------------------------------")


println("Optimal objective value is: ", getObjectiveValue(m))
println("Optimal Solution is: \n", getValue(x), getValue(u))

Reference solutions

This solution was computed using JuMP with a collocation method and 300 discretization points (using the code above). The differential equations were solved using the explicit Euler Method. The optimal objective value is 2.902143.