Free-Horizon Newton Method for Nonlinear Optimal Control

Abstract

This paper presents a novel trajectory optimization method for nonlinear l1-optimal control problems in which the control horizon is treated as a free variable, allowing both the control duration and the l1-norm of the control input to be evaluated. Unlike traditional approaches that minimize the l1-norm of the input under a fixed control horizon, the proposed method treats both the control input and control horizon as design variables, enabling joint optimization of energy and temporal efficiency. The method extends a Newton-based algorithm to accommodate this objective, leveraging gradient information with respect to both variables. This formulation enables one to find high-fidelity optimal trajectories without pre-specifying the control horizon. The effectiveness and robustness of the method are demonstrated through numerical simulations, in which the proposed algorithm recovers the analytical solution to the spacecraft Hohmann transfer, and determines an optimal control horizon for an Earth-Moon transfer.