Numerical derivative techniques for trajectory optimization

The adoption of robust numerical optimization techniques in trajectory simulation programs has resulted in powerful design and analysis tools. These trajectory simulation/optimization programs are widely used, and a representative list includes the GTS system, the POST program, and newer collocation methods such as OTIS and FONPAC. All of these programs rely on optimization algorithms which require objective function and constraint gradient data during the iteration process. However, most trajectory optimization problems lack simple analytical expressions for these derivatives. In the general case a function evaluation involves integrating aerodynamic, propulsive, and gravity forces over multiple trajectory phases with complex control models. With the newer collocation methods, the integration is replaced by defect constraints and cubic approximations for the state. While analytic gradient expressions can sometimes be derived for trajectory optimization problems, the derivation is cumbersome, time consuming, and prone to mistakes. Fortunately, an alternate method exists for the gradient evaluation, namely finite difference approximations. In this paper some finite difference gradient techniques developed for use with the GTS system are presented. These techniques include methods for computing first and second partial derivatives of single and multiple sets of functions. A key feature of these methods is an error control mechanism which automatically adjusts the perturbation size to obtain accurate derivative values.