TRAJECTORY OPTIMIZATION AND GUIDANCE DESIGN BY CONVEX

PROGRAMMING

A Dissertation

Submitted to the Faculty

of

Purdue University

by

Zhenbo Wang

In Partial Fulfillment of the

Requirements for the Degree

of

Doctor of Philosophy

August 2018

Purdue University

West Lafayette, Indiana





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 ii

THE PURDUE UNIVERSITY GRADUATE SCHOOL

STATEMENT OF DISSERTATION APPROVAL

Dr. Michael J. Grant, Chair

School of Aeronautics and Astronautics
Dr. William A. Crossley
School of Aeronautics and Astronautics
Dr. James M. Longuski
School of Aeronautics and Astronautics
Dr. Dengfeng Sun
School of Aeronautics and Astronautics

Approved by:
Dr. Weinong Wayne Chen
Head of the School Graduate Program
 iii

ACKNOWLEDGMENTS

First, I would like to express my sincere gratitude towards my advisor, Professor

Michael J. Grant, for your guidance and support during my doctoral journey. You
gave me the chance to join Purdue and work in your Rapid Design of Systems Lab-
oratory. Thank you for your invaluable insight on my work, your time on editing
countless pages of my manuscripts, and more generally, for teaching me how to be a
researcher. I greatly enjoyed working as your teaching assistant, and your passion for
teaching has deeply influenced the development of my teaching philosophy. Thank
you Professor Grant, I thoroughly enjoyed the past four years at Purdue and I am
immensely grateful for everything you have done for me.
In addition, I would like to thank my committee members, Professor William
Crossley, Professor James Longuski, and Professor Dengfeng Sun, for helping enrich
this work. I would also like to acknowledge Professor Weinong Chen for his support
and valuable suggestions on my study and job applications. I would also like to thank
my lab mates, Thomas Antony, Ted Danielson, Kshitij Mall, Justin Mansell, Sean
Nolan, Harish Saranathan, Shubham Singh, Michael Sparapany, Ben Tackett, and
Joseph Williams, for all of their help.
Finally, I would like to thank my mom and dad, Enfang Li and Zhifeng Wang, for
their endless love, support, and encouragement. They are diligent, kind-hearted, and
persistent. Their experience has made me believe that “Tough Times Never Last,
But Tough People Do”. I will continually follow their example in all aspects of my
life. I would also like to thank my sister, Yushu Wang, for taking care of our parents.
The little girl has grown up, and I wish you all the best for your future life. Last but
not least, I would like to thank my wife, Wanqi Zhang, for her patience and support
of my academic endeavor. I hope that our daughter, Ruoyi Wang, grows up to be a
healthy, upright, brave and thoughtful person.
 iv

TABLE OF CONTENTS

Page
LIST OF TABLES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii
LIST OF FIGURES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . viii
ABSTRACT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xii
1 INTRODUCTION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Background and Motivation . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1 Low-Thrust Transfers . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.2 Entry Trajectory Optimization and Entry Guidance . . . . . . . 4
1.1.3 Convex Optimization . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2 Objectives and Contributions . . . . . . . . . . . . . . . . . . . . . . . 9
1.3 Dissertation Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2 PRELIMINARIES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.1 Convex Optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.1.1 Linear Programming . . . . . . . . . . . . . . . . . . . . . . . . 14
2.1.2 Quadratic Programming . . . . . . . . . . . . . . . . . . . . . . 14
2.1.3 Quadratically Constrained Quadratic Programming . . . . . . . 15
2.1.4 Second-Order Cone Programming . . . . . . . . . . . . . . . . . 15
2.2 Sequential Convex Programming . . . . . . . . . . . . . . . . . . . . . 16
2.3 Interior-Point Method . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
3 MINIMUM-FUEL LOW-THRUST TRANSFERS . . . . . . . . . . . . . . . 18
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
3.2 Problem Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
3.2.1 Equations of Motion . . . . . . . . . . . . . . . . . . . . . . . . 19
3.2.2 Normalization . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
3.2.3 Optimal Control Problem . . . . . . . . . . . . . . . . . . . . . 22
3.3 Problem Transformation and Convexification . . . . . . . . . . . . . . . 24
3.3.1 Change of Variables . . . . . . . . . . . . . . . . . . . . . . . . . 24
3.3.2 Relaxation of Control Constraints . . . . . . . . . . . . . . . . . 29
3.3.3 Linearization of Dynamics . . . . . . . . . . . . . . . . . . . . . 35
3.4 Sequential Convex Programming Method . . . . . . . . . . . . . . . . . 36
3.5 Numerical Demonstrations . . . . . . . . . . . . . . . . . . . . . . . . . 39
3.5.1 Convergence Analysis . . . . . . . . . . . . . . . . . . . . . . . . 41
3.5.2 Comparison Simulations . . . . . . . . . . . . . . . . . . . . . . 46
3.5.3 Optimality and Feasibility Analysis . . . . . . . . . . . . . . . . 53
 v

Page
4 MINIMUM-TIME LOW-THRUST TRANSFERS . . . . . . . . . . . . . . . 56
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
4.2 Problem Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
4.2.1 Equations of Motion . . . . . . . . . . . . . . . . . . . . . . . . 57
4.2.2 Change of Independent Variable . . . . . . . . . . . . . . . . . . 59
4.2.3 Optimal Control Problem . . . . . . . . . . . . . . . . . . . . . 61
4.3 Problem Convexification . . . . . . . . . . . . . . . . . . . . . . . . . . 63
4.3.1 Change of Variables . . . . . . . . . . . . . . . . . . . . . . . . . 63
4.3.2 Relaxation of Nonconvex Control Constraint . . . . . . . . . . . 66
4.3.3 Handling Nonlinear Dynamics . . . . . . . . . . . . . . . . . . . 69
4.4 Sequential Convex Programming Method . . . . . . . . . . . . . . . . . 71
4.5 Numerical Demonstrations . . . . . . . . . . . . . . . . . . . . . . . . . 73
4.5.1 Demonstration of Convergence . . . . . . . . . . . . . . . . . . . 75
4.5.2 Verification of Feasibility and Optimality . . . . . . . . . . . . . 79
4.5.3 Comparison with GPOPS . . . . . . . . . . . . . . . . . . . . . 82
4.5.4 Multi-revolution Transfers . . . . . . . . . . . . . . . . . . . . . 88
5 HYPERSONIC ENTRY TRAJECTORY OPTIMIZATION . . . . . . . . . . 91
5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
5.2 Problem Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
5.2.1 Entry Trajectory Optimization Problem . . . . . . . . . . . . . 92
5.2.2 Choice of New Control . . . . . . . . . . . . . . . . . . . . . . . 95
5.2.3 Reformulated Optimal Control Problem . . . . . . . . . . . . . 98
5.3 Basic SCP Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
5.3.1 Convexification . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
5.3.2 Basic SCP Algorithm . . . . . . . . . . . . . . . . . . . . . . . 105
5.3.3 Convergence Analysis . . . . . . . . . . . . . . . . . . . . . . . 109
5.3.4 Numerical Simulations . . . . . . . . . . . . . . . . . . . . . . 114
5.4 Line-Search SCP Algorithm . . . . . . . . . . . . . . . . . . . . . . . 129
5.5 Trust-Region SCP Algorithm . . . . . . . . . . . . . . . . . . . . . . 133
5.6 Numerical Demonstrations of the Improved SCP Algorithms . . . . . 136
6 AUTONOMOUS ENTRY GUIDANCE . . . . . . . . . . . . . . . . . . . . 143
6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
6.2 Reference Trajectory Generation . . . . . . . . . . . . . . . . . . . . . 144
6.3 Closed-loop Optimal Tracking Guidance . . . . . . . . . . . . . . . . 146
6.4 Reference-Tracking Entry Guidance Algorithms . . . . . . . . . . . . 150
6.4.1 Online Reference-Tracking Guidance . . . . . . . . . . . . . . 150
6.4.2 Offline Reference-Tracking Guidance . . . . . . . . . . . . . . 153
6.5 Numerical Demonstrations . . . . . . . . . . . . . . . . . . . . . . . . 154
6.5.1 Offline Reference-Tracking Under Disturbances . . . . . . . . . 155
6.5.2 Online Reference-Tracking Under Disturbances . . . . . . . . . 161
6.5.3 Online Reference-Tracking Under Mission Changes . . . . . . 165
 vi

Page
7 CONCLUSIONS AND FUTURE WORK . . . . . . . . . . . . . . . . . . . 173
7.1 Summary and Contributions . . . . . . . . . . . . . . . . . . . . . . . 173
7.2 Recommendations for Future Work . . . . . . . . . . . . . . . . . . . 176
REFERENCES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
VITA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 187
PUBLICATIONS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 188
 vii

LIST OF TABLES

Table Page
3.1 Parameters for Earth-to-Mars transfer. . . . . . . . . . . . . . . . . . . . . 40
3.2 Difference of the states between consecutive iterations . . . . . . . . . . . . 45
3.3 Comparison of solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
4.1 Parameters for simulations. . . . . . . . . . . . . . . . . . . . . . . . . . . 74
4.2 Difference of the states between consecutive iterations with Nrev = 0.5. . . 78
4.3 Comparison of solutions with Nrev = 0.5. . . . . . . . . . . . . . . . . . . . 87
4.4 Comparison of the performance for different thrust levels with different Nrev .90
5.1 Parameters for entry flight . . . . . . . . . . . . . . . . . . . . . . . . . . 116
5.2 Difference of the states between consecutive iterations for Example 1 . . 122
5.3 Comparison of solutions for Example 1 . . . . . . . . . . . . . . . . . . . 122
5.4 Difference of the states between consecutive iterations for Example 2 . . 128
5.5 Comparison of solutions for Example 2 . . . . . . . . . . . . . . . . . . . 128
5.6 Comparison of the results for maximum-terminal-velocity problem . . . . 138
6.1 Parameter perturbations . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
6.2 Mission changes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
 viii

LIST OF FIGURES

Figure Page
3.1 Three-dimensional spherical coordinates for low-thrust orbit transfers. . . . 19
3.2 An illustration of control constraint convexification in two-dimensional space.30
3.3 Sequential convex programming method. . . . . . . . . . . . . . . . . . . . 38
3.4 Convergence of the objective. . . . . . . . . . . . . . . . . . . . . . . . . . 42
3.5 Convergence of ∆r between consecutive iterations. . . . . . . . . . . . . . . 43
3.6 Convergence of radial distance. . . . . . . . . . . . . . . . . . . . . . . . . 43
3.7 Convergence of mass history. . . . . . . . . . . . . . . . . . . . . . . . . . . 44
3.8 Convergence of thrust magnitude history. . . . . . . . . . . . . . . . . . . . 44
3.9 Comparisons of state profiles. . . . . . . . . . . . . . . . . . . . . . . . . . 48
3.10 Comparisons of state profiles. . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.11 Comparisons of state profiles. . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.12 Comparisons of mass profiles. . . . . . . . . . . . . . . . . . . . . . . . . . 50
3.13 Comparisons of thrust magnitude profiles. . . . . . . . . . . . . . . . . . . 50
3.14 Comparisons of thrust angle profiles. . . . . . . . . . . . . . . . . . . . . . 51
3.15 Heliocentric trajectory by SCP. . . . . . . . . . . . . . . . . . . . . . . . . 51
3.16 Heliocentric trajectory by GPOPS. . . . . . . . . . . . . . . . . . . . . . . 52
3.17 Comparisons to propagated trajectory. . . . . . . . . . . . . . . . . . . . . 53
3.18 Comparisons to propagated trajectory. . . . . . . . . . . . . . . . . . . . . 54
3.19 Comparisons to propagated trajectory. . . . . . . . . . . . . . . . . . . . . 54
3.20 Comparison to propagated mass profile. . . . . . . . . . . . . . . . . . . . 55
3.21 Equivalence of control constraint relaxation. . . . . . . . . . . . . . . . . . 55
4.1 Polar coordinates for low-thrust orbit transfers. . . . . . . . . . . . . . . . 58
4.2 Convergence of the objective with Nrev = 0.5. . . . . . . . . . . . . . . . . 76
4.3 Convergence of ∆r between consecutive steps with Nrev = 0.5. . . . . . . . 76
 ix

Figure Page
4.4 Convergence of radial distance profile with Nrev = 0.5. . . . . . . . . . . . 77
4.5 Convergence of mass profile with Nrev = 0.5. . . . . . . . . . . . . . . . . . 77
4.6 Convergence of thrust magnitude profile with Nrev = 0.5. . . . . . . . . . . 78
4.7 Equivalence of control constraint relaxation with Nrev = 0.5. . . . . . . . . 79
4.8 Comparisons to the propagated state profiles with Nrev = 0.5. . . . . . . . 80
4.9 Comparisons to the propagated state profiles with Nrev = 0.5. . . . . . . . 80
4.10 Comparison to the propagated time profile with Nrev = 0.5. . . . . . . . . 81
4.11 Comparisons of state profiles with Nrev = 0.5. . . . . . . . . . . . . . . . . 84
4.12 Comparisons of state profiles with Nrev = 0.5. . . . . . . . . . . . . . . . . 84
4.13 Comparison of time profiles with Nrev = 0.5. . . . . . . . . . . . . . . . . . 85
4.14 Comparisons of thrust magnitude and thrust angle profiles with Nrev = 0.5. 85
4.15 Minimum-time transfer by SCP with Nrev = 0.5. . . . . . . . . . . . . . . . 86
4.16 Minimum-time transfer by GPOPS with Nrev = 0.5. . . . . . . . . . . . . . 86
4.17 CPU time cost by SCP with Nrev = 0.5. . . . . . . . . . . . . . . . . . . . 87
4.18 Minimum-time transfer by SCP with Nrev = 5. . . . . . . . . . . . . . . . . 89
4.19 Minimum-time transfer by SCP with Nrev = 20. . . . . . . . . . . . . . . . 89
4.20 Minimum-time transfer by SCP with Nrev = 50. . . . . . . . . . . . . . . . 90
5.1 Three-dimensional entry flight. . . . . . . . . . . . . . . . . . . . . . . . . 93
5.2 Nominal angle of attack and aerodynamic coefficients. . . . . . . . . . . . 116
5.3 Value of the objective function at each step for Example 1 using SCP. . . 119
5.4 Convergence of the trajectories for Example 1 using SCP. . . . . . . . . . 119
5.5 Comparison of bank angle and bank angle rate profiles for Example 1. . . 120
5.6 Comparison of trajectories for Example 1. . . . . . . . . . . . . . . . . . 120
5.7 Comparison of flight-path angle and heading angle profiles for Example 1. 121
5.8 Comparison of path constraints for Example 1. . . . . . . . . . . . . . . 121
5.9 Value of the objective functional at each step for Example 2 using SCP. . 125
5.10 Convergence of the trajectories for Example 2 using SCP. . . . . . . . . . 125
5.11 Comparison of bank angle and bank angle rate profiles for Example 2. . . 126
 x

Figure Page
5.12 Comparison of trajectories for Example 2. . . . . . . . . . . . . . . . . . 126
5.13 Comparison of flight-path angle and heading angle profiles for Example 2. 127
5.14 Comparison of path constraints for Example 2. . . . . . . . . . . . . . . 127
5.15 Comparison of the altitude-velocity and latitude-longitude profiles for maximum-
terminal-velocity entry. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
5.16 Comparison of the flight-path angle and heading angle profiles for maximum-
terminal-velocity entry. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
5.17 Comparison of the bank angle and bank-angle rate profiles for maximum-
terminal-velocity entry. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
5.18 Comparison of the path constraints for maximum-terminal-velocity entry. 140
5.19 Value of the objective in each iteration for maximum-terminal-velocity entry.141
5.20 Value of the merit function in each iteration for maximum-terminal-velocity
entry. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
5.21 Convergence of the bank-angle profiles for maximum-terminal-velocity en-
try using line-search SCP. . . . . . . . . . . . . . . . . . . . . . . . . . . 142
5.22 Convergence of the bank-angle profiles for maximum-terminal-velocity en-
try using trust-region SCP. . . . . . . . . . . . . . . . . . . . . . . . . . . 142
6.1 Online autonomous entry guidance. . . . . . . . . . . . . . . . . . . . . . 151
6.2 Offline reference-tracking entry guidance. . . . . . . . . . . . . . . . . . . 153
6.3 Altitude and longitude errors from prescribed reference trajectory. . . . . 157
6.4 Latitude and velocity errors from prescribed reference trajectory. . . . . . 157
6.5 Flight-path angle and heading angle errors from prescribed reference tra-
jectory. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
6.6 Heat rate constraint. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
6.7 Normal load constraint. . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
6.8 Dynamic pressure constraint. . . . . . . . . . . . . . . . . . . . . . . . . 159
6.9 Tracking of prescribed reference bank angle profile. . . . . . . . . . . . . 160
6.10 Comparison of altitude, longitude, and latitude profiles. . . . . . . . . . . 162
6.11 Comparison of velocity and flight-path angle profiles. . . . . . . . . . . . 163
6.12 Comparison of heading angle and bank angle profiles. . . . . . . . . . . . 163
 xi

Figure Page
6.13 Comparison of the path constraints. . . . . . . . . . . . . . . . . . . . . . 164
6.14 Latitude longitude profiles for Case 1. . . . . . . . . . . . . . . . . . . . . 167
6.15 Altitude longitude profiles for Case 2. . . . . . . . . . . . . . . . . . . . . 168
6.16 Altitude latitude profiles for Case 3. . . . . . . . . . . . . . . . . . . . . 168
6.17 Latitude longitude profiles for Case 4. . . . . . . . . . . . . . . . . . . . . 169
6.18 Heat rate constraints for four cases. . . . . . . . . . . . . . . . . . . . . . 169
6.19 Normal load constraints for four cases. . . . . . . . . . . . . . . . . . . . 170
6.20 Dynamic pressure constraints for four cases. . . . . . . . . . . . . . . . . 170
6.21 Bank angle profiles for Case 1. . . . . . . . . . . . . . . . . . . . . . . . . 171
6.22 CPU time cost in each guidance cycle for Case 1. . . . . . . . . . . . . . 171
6.23 CPU time benchmark. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
 xii

ABSTRACT

Wang, Zhenbo Ph.D., Purdue University, August 2018. Trajectory Optimization and
Guidance Design by Convex Programming. Major Professor: Michael J. Grant.

The field of aerospace guidance and control has recently been evolving from fo-
cusing on traditional laws and controllers to numerical algorithms with the aim of
achieving onboard applications for autonomous vehicle systems. However, it is very
difficult to perform complex guidance and control missions with highly nonlinear dy-
namic systems and many constraints onboard. In recent years, an emerging trend
has occurred in the field of Computational Guidance and Control (CG&C). By tak-
ing advantage of convex optimization and highly efficient interior point methods,
CG&C allows complicated guidance and control problems to be solved in real time
and offers great potential for onboard applications. With the significant increase in
computational efficiency, convex-optimization-based CG&C is expected to become a
fundamental technology for system autonomy and autonomous operations. In this
dissertation, successive convex approaches are proposed to solve optimal control pro-
grams associated with aerospace guidance and control, and the emphasis is placed on
potential onboard applications. First, both fuel-optimal and time-optimal low-thrust
orbit transfer problems are investigated by a successive second-order cone program-
ming method. Then, this convex method is extended and improved to solve hyper-
sonic entry trajectory optimization problems by taking advantage of line-search and
trust-region techniques. Finally, the successive convex approach is modified to the
design of autonomous entry guidance algorithms. Simulation results indicate that the
proposed methodologies are capable of generating accurate solutions for low-thrust
orbit transfer problems and hypersonic entry problems with fast computational speed.
The proposed methods have great potential for onboard applications.
 1

1. INTRODUCTION

1.1 Background and Motivation

Guidance and control (G&C) technologies are critical for autonomous vehicle sys-
tems. In recent years, an emerging and accelerating trend has occurred in aerospace
G&C, where the algebraic G&C laws are replaced by numerical algorithms, and the
generation of G&C commands relies much more extensively on onboard computa-
tion [1]. In contrast to traditional G&C, computational guidance and control (CG&C)
allows complex G&C missions incorporating highly nonlinear dynamic systems and
many state and control constraints to be performed. It is worth noting that CG&C is
not simply solving G&C problems numerically onboard. Reliability, accuracy, com-
putational efficiency, and robustness of the solution process are all primary challenges
facing the aerospace community in the development of numerical G&C algorithms.
This motivated the work in this dissertation, which is to investigate the feasibility
of convex optimization methods in aerospace G&C missions. The efforts have been
focused on two kinds of missions: low-thrust orbital transfers and hypersonic entry
flight.

1.1.1 Low-Thrust Transfers

Trajectory optimization for low-thrust transfers has received a lot of attention

during the past few decades due to the advantages of electric propulsion over chem-
ical propulsion in rendezvous, orbit maintenance, orbit transfers, and interplanetary
missions. Despite the highly appealing efficiency of low-thrust propulsion, the result-
ing trajectory optimization problem is challenging to solve due to several reasons.
First, a large number of revolutions will be needed to complete the transfers when
 2

the initial and terminal orbits are widely spaced. Second, computational challenges
might exist due to the long duration of the orbit transfers [2]. Since fuel is extraor-
dinarily expensive in space, the engineering consideration of a space mission is not
dictated by feasible trajectory generation, but by optimal trajectory design. As such,
the low-thrust transfer problem has been posed as an optimal control problem [3–5].
Existing approaches to solve this problem can be generally divided into two categories:
indirect methods and direct methods [6].
Indirect methods are based on the calculus of variations and Pontryagin’s Mini-
mum Principle. The necessary conditions, such as adjoint equations and transversality
conditions, need to be derived, and the optimal control is determined by minimizing
the Hamiltonian with respect to the control. Then, the initial problem is reduced
to a two-point boundary value problem (TPBVP). In [7], optimal control theory was
used to solve a minimum-time circle-to-circle constant-thrust orbit raising problem,
and simple graphical/analytical tools were used to relate vehicle design parameters to
orbit design parameters. A variation of parameters approach was employed in [8] to
solve a minimum-fuel time-fixed low-thrust transfer problem based on Pontryagin’s
Minimum Principle. In [9], however, Pontryagin’s Minimum Principle was used to de-
termine the optimal thrust acceleration for an orbit maintenance problem. In [10], a
single shooting method was combined with a homotopic approach to solve a minimum-
fuel transfer from low Earth orbit (LEO) to geosynchronous equatorial orbit (GEO).
This method is part of the class of indirect methods, and the homotopic approach
was introduced to alleviate the challenge of constructing a good initial guess. Re-
cently, considering a right ascension of the ascending node (RAAN) constraint, a
minimum-fuel low-thrust transfer problem between circular orbits was formulated as
an optimal control problem in [11] using the Edelbaum dynamical model and solved
by an indirect shooting method with a costate guess derived from an approximate
solution. In addition, the well-known primer vector theory has been studied in the
past few decades and applied to solve low-thrust spacecraft trajectory problems by
leveraging calculus of variations and parameter optimization [12–14]. Although the
 3

optimality of indirect methods can be guaranteed, complicated and lengthy mathe-

matical derivations are needed, and good initial guesses of the adjoints are always
required.
For direct methods, however, explicit derivation of optimality conditions is not
required. By discretizing the trajectory into multiple segments, the continuous-
time optimal control problem is converted into a finite parameter optimization prob-
lem, which can be solved using nonlinear programming (NLP) methods. In [15], a
minimum-fuel, low-thrust, near-polar Earth-orbit transfer problem was transcribed
to a sparse NLP problem and solved by a sequential quadratic programming (SQP)
algorithm. An antialiasing method was developed in [16] using direction collocation to
obtain solutions to simple low-thrust trajectory optimization problems. The problem
of determining high-accuracy, minimum-time Earth-orbit transfers using low-thrust
propulsion was addressed using direct collocation for a range of initial thrust accel-
erations and constant specific impulse values in [2]. Eclipsing was then considered
for minimum-time transfers and posed as a multiple-phase optimal control problem
in [17]. An adaptive Legendre-Gauss-Radau orthogonal collocation method was used
to solve this multiple-phase problem. Direct methods have demonstrated notable
success in solving trajectory optimization and optimal control problems; however, a
challenge may occur when the spacecraft trajectories are characterized by very low
thrust levels since significant changes to the orbits may require long-duration trajec-
tories. When a direct method is applied to this type of problem, the scale of the
resulting nonlinear program would be very large to meet reasonable accuracy require-
ments. Many methods have been presented to compute a good initial guess for the
NLP. However, the solution process is time-consuming, and convergence of NLP al-
gorithms cannot be guaranteed for highly nonlinear problems. There has been more
research conducted in low-thrust transfers using both indirect and direct methods,
and some of the results can be found in [18–22].
In addition, hybrid methods have also received a lot of attention and aim to
benefit from direct and indirect methods. These methods parameterize the control
 4

according to the optimality conditions as an indirect method, and the optimization

problem is solved using a NLP algorithm as a direct method. For some specific
trajectory optimization problems, hybrid methods are very convenient, since a priori
knowledge of the control profile is known, and the initialization of the adjoints is
greatly simplified. For complicated problems, however, the aforementioned issues
may still exist [23].

1.1.2 Entry Trajectory Optimization and Entry Guidance

In hypersonic entry flight, the guidance system steers the vehicle returning from
entry interface to dissipate the kinetic energy by controlling aerodynamic forces and
reach a desired target location, where the terminal area energy management phase is
activated and terminal guidance is triggered. Trajectory optimization for hypersonic
entry cases is potentially more complicated than low-thrust transfer problems because
of the existence of highly nonlinear dynamics, aerodynamic forces, and various path
constraints. Hypersonic entry trajectory optimization has been broadly investigated
in the literature. Similar to the low-thrust transfer problems, the solution methods
also consist of two major categories: indirect method [24–26] and direct method
[27–30]. However, such approaches may not be appropriate for onboard applications
due to the disadvantages discussed in Section 1.1.1. It is essential to exploit more
effective structures of the problem to design potential real-time algorithms for onboard
trajectory generation.
The entry guidance system determines steering commands to guide a hypersonic
vehicle from its current location to a specified target location. Due to the high speed
of atmospheric entry flight from a high altitude, the main purpose of entry guidance
is essentially to control the dissipation of energy and satisfy a range requirement and
various constraints. Different guidance methods have been developed and applied to
different types of vehicles. Generally, entry guidance algorithms can be categorized
 5

into three generations [31]: entry guidance for low-lifting capsule vehicles, the Space
Shuttle entry guidance, and the newly emerged computational entry guidance.
The first-generation entry guidance algorithm was developed for low lift-to-drag
(L/D) ratio capsule vehicles such as Apollo, Mars Science Laboratory (MSL), and
SpaceX’s Dragon Capsule [32–35]. The Apollo capsule was the first tested application
of entry guidance. In the Apollo program, the vehicle flew a trimmed angle of attack
profile, and the guidance command for the bank angle was generated to null the
predicted downrange error. A bank reversal logic was used to determine the sign of
the bank angle based on the crossrange requirement. Due to the limited computing
power of the onboard guidance computer, the Apollo guidance formulation depended
on closed-form analytical equations and approximate relationships and attempted to
converge to a reference trajectory that was stored as a table. The primary advantage
of the entry guidance for low L/D vehicles is its simplicity and fast solution time,
which are desirable for hypersonic entry flight. However, the major disadvantage is
its dependence on simplified assumptions, which makes the guidance algorithm less
robust and limits the applicability of the guidance algorithm to a wider range of
missions. As such, the entry guidance algorithms developed for low L/D vehicles fly
short ranges with moderate payloads.
The second-generation entry guidance algorithm was designed for higher L/D ve-
hicles such as the Space Shuttle, X-33, X-37B, etc. Different from the Apollo entry,
Shuttle flew a small flight-path angle during the majority of entry flight. A nomi-
nal angle of attack profile was predetermined based on considerations of the thermal
protection system (TPS) and crossrange requirements. However, the angle of at-
tack profile was modulated within a few degrees during flight [36]. Shuttle adopted a
reference-tracking approach, in which a reference longitudinal trajectory was designed
as a drag acceleration vs velocity profile or a drag acceleration vs energy profile. The
guidance command of the bank angle magnitude was generated by a linearized, gain-
scheduled guidance law to track the reference drag profile [37]. Similar to the Apollo
entry guidance algorithm, a bank reversal logic was applied to determine the sign of
 6

the bank angle. A large amount of work has been done to improve the performance
of the drag-acceleration-based entry guidance method by increasing the design ac-
curacy of the drag profile, simplifying the design process of the reference trajectory,
developing robust feedback control laws for trajectory tracking, etc. [27, 38–41] The
Shuttle entry guidance method is easy for onboard implementation, and the guidance
algorithms for high L/D ratio vehicles can fly longer ranges, perform runway land-
ings, and carry large payloads. However, the development of the guidance algorithm
relies on the assumptions of a small flight-path angle and a quasi-equilibrium glide
condition.
Different from the Apollo guidance algorithm or the Shuttle entry guidance al-
gorithm, third-generation entry guidance algorithms rely much more on numerical
computation for real-time trajectory generation using modern computing capabili-
ties. Among these algorithms, the predictor-corrector has shown great potential to
address large trajectory dispersions. A three-degree-of-freedom (3DoF) predictor-
corrector guidance algorithm was developed in [42] for the evaluation of high-energy
aerobraking maneuvers. An online entry guidance algorithm was designed in [43] for
a reusable launch vehicle (RLV) using a predictor-corrector method. By using the
quasi-equilibrium glide condition, a methodology for the fast design of 3DoF entry
trajectories subject to all common inequality and equality constraints was developed
in [44], in which the highly constrained trajectory planning problem was decomposed
into two sequential one-parameter search problems. This approach enabled feasible
entry trajectories to be generated in about 2-3 seconds. To address the terminal and
path constraints associated with entry flight, a numerical predictor-corrector approach
was adopted, and an algorithm based on real-time trajectory planning was presented
in [45] to generate a feasible trajectory in each guidance cycle. A numerical predictor-
corrector method was investigated in [46] for adaptive and accurate entry guidance
of low-lifting entry vehicles, and the performance of the algorithm was improved and
demonstrated for other types of vehicles and missions [47–49]. The primary advan-
tages of these algorithms are: 1) the ability to update reference trajectories during
 7

flight and 2) the ability to integrate the reference trajectory planning and tracking
guidance. However, a long-standing challenge of the predictor-corrector guidance al-
gorithm is the computational requirement needed to repeatedly numerically integrate
the equations of motion [50]. Since the most reliable algorithms today all iterate on
a single guidance parameter, the convergence of more general numerical approaches
is another issue. Another challenge of these algorithms is the lack of an effective
means to accommodate inequality path constraints on heat rate, normal load, and
dynamic pressure. Additionally, existing predictor-corrector guidance algorithms can
only generate feasible trajectories as opposed to optimal trajectories.
An ideal algorithm for onboard entry guidance should be fast, reliable, readily im-
plementable, able to enforce common constraints while ensuring accuracy for various
types of vehicles and missions. If the mission must be changed during flight to address
emergent situations, the entry guidance system should generate a new trajectory to
the target as soon as possible.

1.1.3 Convex Optimization

During recent years, convex optimization (a sub-field of optimization that studies

the problem of minimizing convex functions over convex sets) has been introduced
to solve nonlinear optimal control problems in aerospace engineering, due to the ad-
vantages that are not observed in direct or indirect methods. If the problem can
be formulated as a convex optimization problem, such as linear programming (LP),
quadratic programming (QP), or second-order cone programming (SOCP), the prob-
lem can be solved in polynomial time because of its low complexity [51]. A globally
optimal solution can be computed by state-of-the-art interior-point methods (IPM)
with deterministic stopping criteria and a prescribed level of accuracy [52]. Addi-
tionally, no initial guesses need to be supplied by users for primal-dual IPM, since it
employs a self-dual embedding technique that allows the algorithm to start from a
self-generated feasible point [53]. All of these traits offer the kind of advantages not
 8

matched by other direct or indirect optimization methods. As such, convex optimiza-

tion approaches are very promising for onboard applications.
Recent improvements in convex optimization enable solving convex NLP prob-
lems as easily as solving LP problems. Inspired by the remarkable performance of the
SOCP method, the problem of powered descent guidance for Mars pinpoint landing
was studied and solved by SOCP in [54–56]. The powered descent guidance problem
was firstly formulated as a propellant optimal trajectory optimization problem with
state and control constraints. The primary non-convex constraint in this problem is
the thrust magnitude, which has a lower nonzero bound that defines a non-convex
feasible region in the control space. A slack variable was introduced to relax this
non-convex constraint and approximate the relaxed optimal control problem as a
finite-dimensional convex optimization problem via discretization, which leads to an
SOCP problem. Based on the convexification results, a customized real-time IPM
algorithm was developed in [57] to increase the computational speed. By using this
customized solver, the fuel-optimal powered-descent guidance was demonstrated on
eight flight tests using a vertical-takeoff/vertical-landing rocket [58]. Motivated by
this research, a similar approach was applied to autonomous trajectory planning for
near-field rendezvous and proximity operations (RPO) in [59–61], where the main
nonconvexity was from the finite-thrust engine as well. First, the rendezvous prob-
lem was formulated as a nonlinear optimal control problem with various state and
control constraints on interior points and terminal conditions. However, due to the
complicated dynamics, the RPO problem cannot be solved as a single convex prob-
lem; instead, the original problem was approximated by a successive solution process,
in which the solutions of a sequence of constrained SOCP sub-problems with linear,
time-varying dynamics were sought.
Recently, the sequential SOCP method for rendezvous was extended to address
entry trajectory optimization [62–64]. First, the equations of motion were reformu-
lated with respect to energy, which simplifies the problem formulation by replacing
the differential equation of velocity with an approximated formula. Then, the original
 9

highly constrained entry trajectory optimization problem was formulated in a fashion

suitable to be solved by SOCP with a combination of successive linearization and
relaxation techniques. Numerical simulations and rigorous analysis were provided
to support the effectiveness and soundness of this approach. Furthermore, similar
methods have been applied to address the closed-loop optimization of guidance for
constrained impact and fuel-optimal rocket landing problems [65, 66]. In order to
ensure the convergence of the solution process, an SDP approach has been studied
and applied to solve an aircraft path planning problem [67] and optimal launch ascent
problem [68]. In addition, convex optimization has been applied widely for various
engineering problems. Examples include spacecraft reorientation [69], satellite swarm
design [70], aircraft performance optimization [71], Markov processes [72], momentum
control [73], filter optimization [74, 75], and radar design and tracking [76, 77].

1.2 Objectives and Contributions

The purpose of this dissertation is to develop highly efficient algorithms for poten-
tial real-time trajectory optimization and autonomous guidance design in low-thrust
transfer and hypersonic entry missions by using convex optimization. The focus is on
convexification of highly constrained G&C problems, which are traditionally solved
as nonlinear optimal control problems. The emphasis is placed on potential onboard
applications.
First, the low-thrust transfer problem is studied and solved by a basic sequential
convex programming (SCP) algorithm. The major challenges of the nonlinear optimal
control problem associated with the low-thrust transfer are the high nonlinearity and
severe coupling of states and control in the dynamics, which add difficulties to the
convergence of general NLP algorithms. To address these issues, a series of transfor-
mation and relaxation techniques are applied to convert the original problem into a
convex framework through change of variables, convexification of control constraints,
and successive linear approximations of dynamics. Then, a successive solution pro-
 10

cedure is designed to find an approximate optimal solution to the original problem

by solving a sequence of SOCP problems. These SOCP problems can be readily
solved by the state-of-the-art IPM. The simulation results show that the successive
process converges in a few steps and less than 0.1 seconds of CPU time is needed in
each iteration. As such, the developed SCP method is expected to provide a reliable
and rapid computational guidance approach to low-thrust transfers. Both minimum-
fuel and minimum-time low-thrust transfer problems are successfully solved in this
dissertation.
Second, the SCP algorithms are extended to address hypersonic entry trajectory
optimization problems. First of all, the basic SCP algorithm is developed for entry
trajectory optimization. In the implementation of the basic SCP method, however, it
is observed that the basic SCP algorithm converges slowly or might not converge for
some problem formulations, where either complete successive linearization of the dy-
namics is applied or fully exact terminal constraints are enforced. The reason behind
these issues might be due to the artificial infeasibility resulting from the inconsistent
linearization of the dynamics and highly nonconvex constraints. To address these
issues, two improved SCP algorithms are proposed to fundamentally enhance the
convergence of the SCP method for more complicated problems. First, a backtrack-
ing line-search technique is introduced, and a line-search SCP algorithm is designed.
Second, slack variables are defined to handle the artificial infeasibility, and a trust-
region SCP algorithm is proposed. Simulation results are provided to demonstrate the
effectiveness and performance of both the basic and improved SCP algorithms. The
results provide numerical evidence to the convergence and accuracy of the developed
SCP algorithms through comparison with the existing NLP algorithms.
Third, the proposed convex optimization algorithms are extended to solve au-
tonomous guidance design problems for entry vehicles. Advanced entry guidance
systems are expected to operate autonomously in highly dynamic environments with
notable uncertainties and enable future vehicles to generate feasible/optimal flight
trajectories onboard for the latest mission requirements. To this end, an autonomous
 11

guidance algorithm is developed for hypersonic entry vehicles based on the studies of
entry trajectory optimization using convex optimization. In each guidance cycle, a
new reference trajectory is generated by solving an SOCP problem, and an optimal
feedback guidance law is determined by solving a quadratically constrained quadratic
programming (QCQP) problem to track this reference trajectory. Since these two
problems are convex, they can be solved by IPM very efficiently. The primary nov-
elty of this approach is its capability of generating accurate reference trajectories
within several guidance cycles before exact convergence is achieved. The preliminary
results show that this approach has high accuracy, enables autonomy, and ensures
satisfaction of the path constraints, even in the presence of uncertainties and mission
changes. As such, this numerical entry guidance algorithm could potentially meet
the demands of highly autonomous entry guidance systems and provide an option for
CG&C of advanced hypersonic vehicles.

1.3 Dissertation Overview

The dissertation is organized as follows. Some preliminaries are given in Chap-

ter 2, which serve as the fundamentals used in the following chapters. Chapter 3
presents a convex approach to the numerical solution of the minimum-fuel low-thrust
orbit transfer problem. A series of transformation and relaxation techniques are em-
ployed to convert the original problem into a sequence of SOCP problems through
change of variables, convexification of control constraints, and successive linear ap-
proximations of the dynamics. In Chapter 4, this convex approach is extended to
address the minimum-time low-thrust orbit transfer problem. By introducing a new
independent variable, the free-final-time low-thrust trajectory optimization problem
is reformulated as a constrained nonlinear optimal control problem. Through a change
of variables and relaxation of the control constraints, the nonlinearity of the problem
is reduced, and an SCP method is developed to solve the problem. Then, an SCP
algorithm is developed to solve entry trajectory optimization problems in Chapter
 12

5. To fundamentally improve the performance of the SCP method for entry trajec-
tory optimization, line-search and trust-region techniques from the traditional NLP
algorithms are introduced, and two improved SCP algorithms are designed to solve
entry trajectory optimization problems. In addition, based on the reference-tracking
approach from the Shuttle entry guidance, an autonomous entry guidance algorithm
is proposed in Chapter 6 using convex optimization to meet the demands of highly
autonomous entry guidance systems for advanced hypersonic vehicles. The results of
this investigation are summarized in Chapter 7.
 13

2. PRELIMINARIES

In this dissertation, the problems from trajectory optimization and guidance design
in low-thrust transfers and entry flight are all transformed into a sequence of convex
optimization problems by various techniques. This chapter gives a brief introduction
on convex optimization, which is a sub-field of optimization that studies the problem
of minimizing convex functions over convex sets.

2.1 Convex Optimization

A convex optimization problem takes the following form [51]:

minimize f0 (x)

subject to fi (x) ≤ 0, i = 1, 2, ..., m (2.1)

aTi x = bi , i = 1, 2, ..., p

where the functions f0 , f1 , ..., fm : Rn → R are convex. The convex optimization

problem is a special class of optimization problems with a convex objective function,
convex inequality constraint functions, and affine equality constraint functions. We
can see that the feasible set of a convex optimization problem is convex, and we
minimize a convex objective function over this convex set. There are several subclasses
of convex optimization problems.
 14

2.1.1 Linear Programming

When the objective and constraint functions are all affine, the problem becomes
a linear programming (LP) problem that has the following form:

minimize cT x

subject to Ax = b (2.2)

x≥0

where x ∈ Rn is a vector of the design variables, and the problem is defined by

parameters c ∈ Rn , A ∈ Rm×n , and b ∈ Rm . The only inequalities are the componen-
twise nonnegativity constraints x ≥ 0. The feasible set of the LP problem (2.2) is a
polyhedron, and the problem is to minimize the affine function over this polyhedron.

2.1.2 Quadratic Programming

If the objective in problem (2.1) is a convex quadratic function and the constraint
functions are all affine, the problem becomes a convex quadratic programming (QP)
problem shown below:
1 T
minimize x P x + qT x + r
2
subject to Ax = b (2.3)

x≥0

where P ∈ Sn+ is symmetric positive semidefinite, q ∈ Rn , r ∈ R, A ∈ Rm×n , and b ∈

Rm . In a QP problem, a convex quadratic function is minimized over a polyhedron.
 15

2.1.3 Quadratically Constrained Quadratic Programming

If the objective in problem (2.1) as well as the inequality constraints are all con-
vex quadratic functions, the problem is called a quadratically constrained quadratic
programming (QCQP) problem as follows:
1 T
minimize x P0 x + q0T x + r0
2
1 T
subject to x Pi x + qiT x + ri ≤ 0, i = 1, 2, ..., m (2.4)
2
Ax = b

where Pi ∈ Sn+ , i = 0, 1, ..., m are symmetric positive semidefinite. The feasible region
of a QCQP problem is the intersection of ellipsoids, and the problem is to minimize
a convex quadratic function over this region.

2.1.4 Second-Order Cone Programming

LP, convex QP, and convex QCQP problems can be formulated as second-order
cone programming (SOCP) problems, and SOCP is also a special case of convex
optimization problem of the form:

minimize fT x

subject to kAi x + bi k2 ≤ cTi + d, i = 1, 2, ..., m (2.5)

Fx = g

where k•k2 is the Euclidean norm. The problem parameters are f ∈ Rn , Ai ∈ Rni ×n ,
bi ∈ Rni , ci ∈ Rn , di ∈ R, F ∈ Rp×n , and g ∈ Rp . The second equation is called
second-order cone constraint, and the feasible set of problem (2.5) is the intersection
of conic regions.
When ci = 0, the SOCP problem (2.5) is equivalent to a QCQP program by
squaring each of the constraints. Similarly, when Ai = 0, the SOCP problem (2.5)
reduces to a LP program. In addition, QCQP problems include QP problems as a
special case by taking Pi = 0 in (2.4) and QP problems include LP problems as a
 16

special case by taking P = 0 in (2.3). As such, SOCP problems are more general
than LP, QP, and QCQP problems.

2.2 Sequential Convex Programming

As discussed in Chapter 1, convex optimization has become increasingly popular

in aerospace guidance, control, and trajectory optimization. If the problem can be
formulated as a convex optimization problem, especially as a subclass of convex opti-
mization such as LP, QP, QCQP, or SOCP, the problem can be solved very efficiently
by taking advantages of state-of-the-art IPM algorithms. These advantages include
the low complexity of the formulated convex problems, the polynomial solution time
and global convergence of convex solvers, and the lack of a need for a user-supplied
initial guess. However, most of the G&C problems are not naturally in convex forms,
and series of transformation and relaxation techniques need to be employed to convert
the original problems into convex problems. If highly nonlinear dynamical systems
and nonconvex path constraints are incorporated into the problem, a single convex
optimization problem cannot be formulated and solved to find a solution to the orig-
inal problem. Instead, the nonconvex terms can be approximated by a successive
solution process, in which the solutions of a sequence of convex sub-problems are
sought. This motivated the sequential convex programming (SCP) method, where
we solve a convex optimization problem in each iteration.
The SCP approach is similar to the SQP algorithm, with the exception that
more general set of convex optimization problems, such as QCQP, SOCP, and SDP
problems, are used as approximate sub-problems during the iterative process. When
the problem becomes highly nonconvex and cannot be handled as a convex problem,
an SCP approach could be explored, in which the convex terms remain the same, but
the non-convex terms will be convexied through convex approximations of inequalities
and affine approximations of equalities.
 17

2.3 Interior-Point Method

New interest in convex optimization and its applications have been stimulated
in recent years due to the development of interior-point methods (IPM), which were
mainly used to solve LP problems. These methods allow us to solve certain classes of
convex optimization problems, such as SOCP problems, very reliably and efficiently,
and the solution methods are reliable enough to be embedded for onboard applica-
tions. The IPM works very well in practice, and in some cases the optimum can be
computed to any given accuracy with a deterministic upper bound on the number of
iterations needed for convergence [51]. It will be observed in this dissertation that
the IPM can solve the converted SOCP problems within 10 to 100 iterations. The
proposed trajectory optimization and guidance design problems in low-thrust trans-
fers and hypersonic entry with hundreds or thousands of variables and constraints
can be solved in a fraction of a second on a current desktop or laptop. In addition,
primal-dual IPM employs a self-dual embedding technique that allows the algorithm
to start from a self-generated feasible point without the need for any user-supplied
initial guesses [53].
 18

3. MINIMUM-FUEL LOW-THRUST TRANSFERS

3.1 Introduction

In this chapter, a convex optimization method is presented for the numerical

solution of a fuel-optimal low-thrust transfer problem with fixed flight time, specified
initial state, and specified final position and velocity. From a practical point of view,
the goal is to quickly obtain optimal or near-optimal solutions to low-thrust transfers
with high accuracy and computational efficiency. First, the minimum-fuel low-thrust
transfer is formulated as a general nonlinear optimal control problem. Then, a series
of transformations is applied to convert the original problem to a convex optimal
control problem through change of variables and relaxation of control constraints.
Finally, an SCP algorithm is proposed to find an approximate optimal solution to
the original problem. As an example, a three-dimensional low-thrust orbit transfer
from Earth to Mars is considered to demonstrate the effectiveness of the proposed
methodology, and the solution is validated with a current state-of-the-art trajectory
optimizer.
This chapter is organized as follows. The continuous-time optimal control problem
for three-dimensional minimum-fuel low-thrust transfer is presented in Section 3.2
based on the normalized equations of motion (EoMs). The main technical results
for the convexification and equivalent reformulation of this problem are presented in
Section 3.3. Through discretization of the relaxed convex optimal control problem,
the optimal solution is obtained by solving a sequence of SOCP sub-problems in
Section 3.4. Numerical simulations are shown in Section 3.5.
 19

3.2 Problem Formulation

3.2.1 Equations of Motion

In this chapter, spherical coordinates are chosen to describe the motion of the
spacecraft because it is convenient to position an object around another object in the
spherical coordinate system, particularly if the object moves along spheres relative
to another object. The coordinate system is depicted in Fig. 3.1. The equations of
motion for the spacecraft are derived as follows [78].

Figure 3.1. Three-dimensional spherical coordinates for low-thrust orbit transfers.

 20

ṙ = vr (3.1)
vθ
θ̇ = (3.2)
r cos φ
vφ
φ̇ = (3.3)
r
2 2
v vφ µ T cos αr
v˙r = θ + − 2+ (3.4)
r r r m
vr vθ vθ vφ tan φ T sin αr sin αφθ
v˙θ = − + + (3.5)
r r m
vr vφ vθ2 tan φ T sin αr cos αφθ
v˙φ = − − + (3.6)
r r m
T
ṁ = − (3.7)
ve

where r is the radial distance from the central body to the spacecraft, θ the azimuth
angle in the xy-plane measured from the x-axis, and φ the elevation angle measured
from the xy-plane. Define vr , vθ , and vφ to be the components of velocity along the
three axes in the spherical coordinate system, respectively, and m the mass of the
spacecraft. On the right hand sides of the EoMs, thrust magnitude, T , and thrust
direction angles, αr and αφθ , are the control variables, where αr ∈ [0, π] is defined as
the angle between the thrust vector and the radial direction er , and αφθ ∈ [0, 2π] is
the angle in the eφ eθ -plane and measured with respect to the eφ -axis. Also, µ is the
gravitational constant of the central body, and ve is the exhaust velocity.
The low thrust propulsion system used for this research is a single-engine xenon
ion propulsion system, which is modeled based on the NASA solar electric propulsion
technology applications readiness (NSTAR) project [79]. This engine is 30 cm in
diameter with a mass of approximately 8 kg. The engine delivers approximately 92
mN of thrust with a specific impulse of 3300 seconds. The specific impulse is assumed
to be constant over the entire thrust range. For simplicity, only the gravitational
effects of the central body are considered in this chapter. For the case of general
planet-to-planet orbit transfer, the vehicle is far from other gravitational bodies for
the bulk of the trajectory. Additionally, the trajectory is assumed to begin and end
at the boundary of the spheres of influence (SOI) with an escape velocity greater than
 21

or equal to zero. Thus, the gravitational effects of the origin and target planets are
neglected.

3.2.2 Normalization

As can be seen, the values of variables and parameters in the problem have widely
different magnitudes. In this chapter, a simple normalization method is used by
dividing the state variables and parameters by representative reference values. For
example, a distance unit is defined as R0 = 1AU = 1.49597870e11 m, which is used
to normalize the variable r. A velocity unit is defined as the circular velocity of the
p
Earth with respect to the Sun, V0 = µ/R0 , where µ = 1.3271244e20 m3 /s2 is the
gravitational constant of the Sun. The velocity unit is used to normalize vr , vθ , and
vφ . The time, t, will be normalized by R0 /V0 . The initial mass of the spacecraft, m0 ,
is chosen as the mass unit. To guarantee that the normalized thrust magnitude falls
between zero and one, the maximum thrust produced by the engines, Tmax , is chosen
as the thrust unit. After applying this normalization, the non-dimensional EoMs take
the following form.

ṙ = vr (3.8)
vθ
θ̇ = (3.9)
r cos φ
vφ
φ̇ = (3.10)
r
2 2
v v φ 1 cT cos αr
v˙r = θ + − 2+ (3.11)
r r r m
vr vθ vθ vφ tan φ cT sin αr sin αφθ
v˙θ = − + + (3.12)
r r m
vr vφ vθ2 tan φ cT sin αr cos αφθ
v˙φ = − − + (3.13)
r r m
cT
ṁ = − (3.14)
ve
where c = Tmax R0 /(m0 V02 ). Note that the angles θ, φ, αr , and αφθ are in radians and
thus do not need to be normalized. One advantage of using this normalization is that
the gravitational constant µ becomes one. Another advantage of this normalization
 22

that will be observed in the next subsection is that the state and control constraints
are also well-scaled.

3.2.3 Optimal Control Problem

Based on the above analysis, the state vector of a spacecraft conducting a generic
three-dimensional orbit transfer can be denoted as x = [r; θ; φ; vr ; vθ ; vφ ; m], and the
EoMs defined in (3.8)-(3.14) can be represented as a state space formulation as follows.

ẋ = f(x, u) (3.15)

where u = [T ; αr ; αφθ ] is the control vector, which is highly coupled with the states
through the terms of T cos αr /m, T sin αr sin αφθ /m, and T sin αr cos αφθ /m.
With the exception of Mercury, the orbits of the remaining planets all lie within a
3.4 deg inclination of the solar ecliptic. For the orbit transfer problem considered in
this dissertation, the spacecraft will start from Earth’s circular orbit about the Sun,
and the target orbit of Mars about the Sun is assumed to be circular as well with
a 1.85 deg inclination of the solar ecliptic. Therefore, the initial state and terminal
conditions can be defined as follows:

x(t0 ) = [r(t0 ); θ(t0 ); φ(t0 ); vr (t0 ); vθ (t0 ); vφ (t0 ); m(t0 )] (3.16)

x(tf ) = [r(tf ); φ(tf ); vr (tf ); vθ (tf ); vφ (tf )] (3.17)

where r(t0 ) is the radius of the Earth’s orbit. Based on the assumption of a circular
p
orbit, the components of initial velocity are vr (t0 ) = 0, vθ (t0 ) = µ/r(t0 ), and
vφ (t0 ) = 0, respectively. The initial transfer angles can be simply set as θ(t0 ) = 0
and φ(t0 ) = 0. The variable r(tf ) is the radius of the target orbit. For the circular
p
target orbit, vr (tf ) = 0, vθ (tf ) = µ/r(tf ), and vφ (tf ) = 0. Since a minimum-fuel
transfer problem is considered in this chapter, constraints on θ(tf ) and m(tf ) are not
enforced.
 23

Additionally, each state should be limited to a certain range of values, and the
thrust should not exceed the maximum possible over the trajectory. As such, the
following state and control constraints are included as well:
     
0.1 r 10
     
 0   θ  10π 
     
     
 −π   φ   π 
     
     
−10 ≤  vr  ≤  10  (3.18)
     
     
−10  vθ   10 
     
     
−10 vφ   10 
     
     
0.1 m 1
     
0 T 1
     
0 ≤  αr  ≤  π  (3.19)
     
     
0 αφθ 2π

Since the variables are all non-dimensional, the lower and upper bounds of the states
are also non-dimensional. Both the state and control variables are bounded for prac-
tical reasons. For example, the lower bound of r should be 0, however, it will cause
singularities when r = 0. Similarly, a more realistic upper bound of r is also enforced.
The non-dimensional values for the lower and upper bounds of m are chosen based
on the vehicle’s dry mass and initial mass, respectively. Following similar rules, lower
and upper bounds are also defined for θ, φ, vr , vθ , vφ , T , αr and αφθ .
For a single-staged vehicle, minimizing fuel is equivalent to maximizing the final
vehicle mass. Thus, the objective can be defined as a Mayer performance index as
follows.
J = −m(tf ) (3.20)

Following the work in [3] and [5], the minimum-fuel low-thrust transfer problem is
posed as an optimal control problem shown below.
 24

Problem 3.1 :

Minimize: (3.20)
T,αr ,αφθ

Subject to: (3.15), (3.16), (3.17), (3.18), (3.19)

which is to find the optimal thrust magnitude profile T (t) and thrust direction angle
profiles αr (t) and αφθ (t), that minimize the cost in (3.20) and satisfy the dynamics
in (3.15), boundary conditions in (3.16) and (3.17), and state and control constraints
in (3.18) and (3.19).
Remark 3.1 : Different from the finite-thrust engines used for Mars powered de-
scent guidance or near-field rendezvous, the control constraints for low-thrust transfers
considered in this chapter are originally convex. However, the dynamics in (3.15) are
nonlinear, and the states and control are highly coupled, which will bring difficulty to
the convergence of NLP algorithms. In the following sections, we will apply a series
of relaxation techniques to convert Problem 3.1 into a convex framework and solve
using convex optimization methods.

3.3 Problem Transformation and Convexification

3.3.1 Change of Variables

The approach studied in this dissertation belongs to the class of direct methods.
However, it can be seen that the dynamics in (3.8)-(3.14) are highly nonlinear in
both states and control. When applying successive linearization to the dynamics,
high-frequency jitters will emerge. One reason for these jitters is the coupling of
states and control in the dynamics. In order to address this problem, a change of
variables is performed to reformulate Problem 3.1 to an equivalent optimal control
problem. The new control variables will be decoupled from the states in the dynamics
of the new problem, which will be helpful in constructing a numerical solution method
for Problem 3.1.
 25

Introduce the following new variables:

T
τ= (3.21)
m
z = ln m (3.22)

Combined with (3.14), we have:

ṁ cT c
ż = =− =− τ (3.23)
m ve m ve

Then the dynamics become:

ṙ = vr (3.24)
vθ
θ̇ = (3.25)
r cos φ
vφ
φ̇ = (3.26)
r
2 2
v vφ 1
v˙r = θ + − 2 + cτ cos αr (3.27)
r r r
vr vθ vθ vφ tan φ
v˙θ = − + + cτ sin αr sin αφθ (3.28)
r r
vr vφ vθ2 tan φ
v˙φ = − − + cτ sin αr cos αφθ (3.29)
r r
c
ż = − τ (3.30)
ve

To reduce the coupling of the control and the states, we can introduce another three
variables:

τr = τ cos αr , τθ = τ sin αr sin αφθ , and τφ = τ sin αr cos αφθ (3.31)

with the following constraint that should be satisfied:

τr2 + τθ2 + τφ2 = τ 2 (3.32)

 26

Then, the dynamics can be further written as:

ṙ = vr (3.33)
vθ
θ̇ = (3.34)
r cos φ
vφ
φ̇ = (3.35)
r
vθ2 vφ2 1
v˙r = + − 2 + cτr (3.36)
r r r
vr vθ vθ vφ tan φ
v˙θ = − + + cτθ (3.37)
r r
vr vφ vθ2 tan φ
v˙φ = − − + cτφ (3.38)
r r
c
ż = − τ (3.39)
ve

The corresponding state space formulation takes for following form

ẋ = f(x) + Bu (3.40)

where x = [r; θ; φ; vr ; vθ ; vφ ; z] is the new state vector and the control vector becomes
u = [τr ; τθ ; τφ ; τ ]. The column vector f(x) ∈ R7 and matrix B ∈ R7×4 are shown
below.    
vr 0 0 0 0
   
vθ /(r cos φ) 0 0 0 0
   
  
   
vφ /r 0 0 0 0
   
  
   
 2 2 2
f(x) =  vθ /r + vφ /r − 1/r  , B = c (3.41)
  
0 0 0 
   
−vr vθ /r + vθ vφ tan φ/r
   
0 c 0 0 
   
2
 −vr vφ /r − vθ tan φ/r 
  
0

0 c 0 
   
0 0 0 0 −c/ve
As can be seen, the control matrix B in (3.41) is constant and independent of the
states, x. The state terms in f(x) are still nonlinear, but the new control terms
become linear in the new dynamics. This feature is helpful in eliminating the high-
frequency jitters and improving the convergence of the sequential convex method
developed in the following section. However, a downside of the change of variables is
 27

the introduction of a nonlinear, nonconvex control constraint in (3.32), which will be

convexified in the following subsection.
With the change of variables, the initial and terminal conditions become

x(t0 ) = [r(t0 ); θ(t0 ); φ(t0 ); vr (t0 ); vθ (t0 ); vφ (t0 ); z(t0 )] (3.42)

x(tf ) = [r(tf ); φ(tf ); vr (tf ); vθ (tf ); vφ (tf )] (3.43)

where z(t0 ) = ln(m(t0 )) = 0, and z(tf ) is free. All the other values are the same
as those defined in (3.16) and (3.17). Meanwhile, the state and control constraints
become
   
 
0.1 r 10
     
 0   θ  10π 
     
     
 −π   φ   π 
     
     
 −10  ≤  vr  ≤  10  (3.44)
     
     
 −10   vθ   10 
     
     
 −10  vφ   10 
     
     
ln(0.1) z 0
     
−10 τ 10
   r  
−10 ≤  τθ  ≤ 10 (3.45)
     
     
−10 τφ 10

0 ≤ τ ≤ e−z (3.46)

where the changes of the lower and upper bounds of z are from the constraint on m.
From the constraint on T defined in (3.19), we can note that 0 ≤ τ ≤ 1/m, resulting
in (3.45) and (3.46). All the state and control constraints are convex except for (3.46).
A first-order Taylor series expansion is applied to convexify the upper bound of (3.46)
to obtain the following:

0 ≤ τ ≤ e−z∗ [1 − (z − z∗ )] (3.47)

where z∗ (t) is a given history of z(t) obtained during the sequential convex solution
process.
 28

The objective shown in (3.20) can be replaced by the integrated control cost shown
below. Z tf
J= τ (t) dt (3.48)
t0
As such, an approximate optimal control problem of Problem 3.1 can be expressed in
terms of the new control variables as follows.
Problem 3.2 :

Minimize: (3.48)
τr ,τθ ,τφ ,τ

Subject to: (3.40), (3.42), (3.43), (3.44), (3.45), (3.47), (3.32)

Lemma 3.1 : If there exists a feasible solution to Problem 3.2, then this solution
also defines a feasible solution to Problem 3.1.
Proof : The dynamics in (3.40), boundary conditions in (3.42) and (3.43), and the
state and control constraints in (3.32), (3.44) and (3.45) are directly reformulated
from Problem 3.1 through change of variables, thus they are equivalent from those
in Problem 3.1. The only differences between Problem 3.1 and Problem 3.2 are the
approximation of constraint (3.46) by (3.47) and the replacement of objective (3.20)
by (3.48). As such, to prove the claim of Lemma 3.1, we only need to show that the
feasible set defined by (3.47) is contained in the feasible set defined by (3.46) and
minimizing (3.48) is equivalent to minimizing (3.20).
First, we will show that a solution satisfying the constraint in (3.47) also satisfies
the constraint in (3.46). The upper bound of τ has been approximated by a first-order
Taylor series expansion as shown in (3.47). To prove the claim, we can approximate
e−z using a Taylor series expansion up to quadratic terms around z∗ and obtain [54]:
(z − z∗ )2
e−z = e−z∗ [1 − (z − z∗ )] + e−ẑ
2
where ẑ ∈ [z∗ , z]. Since the term e−ẑ (z − z∗ )2 /2 ≥ 0, we can show that:

e−z∗ [1 − (z − z∗ )] ≤ e−z

which proves that the upper bound in (3.47) will not exceed the upper bound in
(3.46), and a feasible solution that satisfies (3.47) will also satisfy (3.46).
 29

Next, we will show that the objective in (3.20) and the objective in (3.48) are
equivalent. From (3.32), we have
Z tf
c tf
Z
ṁ(t)
dt = − τ (t) dt
t0 m(t) ve t0
Thus
Z tf
m(tf ) c
ln =− τ (t) dt
m(t0 ) ve t0

and
 Z tf 
c
m(tf ) = m(t0 ) exp − τ (t) dt
ve t0
R tf
Since c > 0 and ve > 0, maximizing m(tf ) is equivalent to minimizing t0
τ (t) dt,
which is exactly what is defined in (3.48). As such, we have proved that Problem 3.2
is an effective approximation of Problem 3.1 and a feasible solution to Problem 3.2 is
also a feasible solution to Problem 3.1.

3.3.2 Relaxation of Control Constraints

Lemma 3.1 indicates that an approximate optimal solution to Problem 3.1 can be
obtained by solving Problem 3.2. However, Problem 3.2 is still nonconvex because of
the highly nonlinear dynamics in (3.40) and nonconvex control constraint in (3.32).
In this subsection, the control constraint will be relaxed to a convex constraint. The
dynamics will be addressed in the next subsection.
The control space determined by (3.32) represents the surface of a cone, which is
nonconvex because the interior of the cone is not in the domain of the control. One
option to handle this constraint is to linearize it, but the resulting linear approxi-
mation will depend on the control, and the high-frequency jitters will appear again.
Another common convexification technique is to relax the nonconvex constraint to
a convex one by expanding its feasible set [54, 59, 62]. In this chapter, the equality
nonconvex constraint in (3.32) will be relaxed into a solid cone represented by an
inequality constraint shown below. Since the convexification of the three-dimensional
 30

control constraint is hard to depict, Fig. 3.2 shows an illustration in a two-dimensional

space by assuming τφ = 0.

τr2 + τθ2 + τφ2 ≤ τ 2 (3.49)

Figure 3.2. An illustration of control constraint convexification in

two-dimensional space.

A new optimal control problem can be formulated with the convex control con-
straint as shown below.
Problem 3.3 :

Minimize: (3.48)
τr ,τθ ,τφ ,τ

Subject to: (3.40), (3.42), (3.43), (3.44), (3.45), (3.47), (3.49)

The only difference between Problem 3.2 and Problem 3.3 is the replacement of (3.32)
by (3.49). However, the problem is changed, and a solution to Problem 3.3 might
not be a solution to Problem 3.2. Therefore, a major challenge associated with the
convexification is to prove that the optimal control of Problem 3.3 lies on the bound-
ary of the constraint surface. Similar problems have been investigated in [54, 59, 62]
for Mars powered descent guidance and near-field rendezvous problems, where the
gravity was assumed to be constant or an inverse-square central force field. In this
chapter, however, the dynamics associated with low-thrust transfer are highly nonlin-
ear and complicated. As such, a more general proof of the equivalence of the problems
 31

needs to be provided. In fact, the equivalence of this convexification technique can be

ensured by Pontryagin’s Minimum Principle, and the proof is straightforward. How-
ever, for the completeness of the theoretical development of the convex approach in
this chapter, the results are stated in Proposition 3.1 followed by a proof.
Proposition 3.1 : The solution of the relaxed Problem 3.3 is identical to the solu-
tion of Problem 3.2. That is to say, if [x∗ (t); τr∗ (t); τθ∗ (t); τφ∗ (t); τ ∗ (t)] is a solution to
Problem 3.3 over a fixed interval [t0 , tf ], then it is also a solution to Problem 3.2 and
τr∗ (t)2 + τθ∗ (t)2 + τφ∗ (t)2 = τ ∗ (t)2 .
Proof : The Hamiltonian for Problem 3.3 is as follows.

vφ2
 2 
vθ vφ vθ 1
H(x,u, p) = τ + p1 vr + p2 + p3 + p 4 + − 2 + cτr
r cos φ r r r r
2
   
vr vθ vθ vφ tan φ vr vφ vθ tan φ c
+ p5 − + + cτθ + p6 − − + cτφ − p7 τ
r r r r ve
(3.50)

where x = [r; θ; φ; vr ; vθ ; vφ ; z] is the state vector, u = [τr ; τθ ; τφ ; τ ] is the control

vector, and p = [p1 ; p2 ; p3 ; p4 ; p5 ; p6 ; p7 ] is the costate vector. Suppose that x∗ (t) is
the optimal state solution to Problem 3.3 and p∗ (t) is the corresponding costate vec-
tor, the optimal control u∗ (t) = [τr∗ (t); τθ∗ (t); τφ∗ (t); τ ∗ (t)] is determined by pointwise
minimization of H in (3.42) with respect to τr , τθ , τφ , and τ [80]:

H(x∗ (t), u∗ (t), p∗ (t)) = min H(x∗ (t), u(t), p∗ (t)), t ∈ [t0 , tf ] (3.51)
u∈U

where

U = (τr , τθ , τφ , τ ) : τr2 + τθ2 + τφ2 ≤ τ 2 , 0 ≤ τ ≤ e−z∗ [1 − (z − z∗ )],

− 10 ≤ τr ≤ 10, −10 ≤ τθ ≤ 10, −10 ≤ τφ ≤ 10

In this chapter, we only consider the fixed-time problem, and the dynamics are au-
tonomous. Thus, H is constant along the optimal trajectory. For each τ , the min-
 32

imization of H with respect to [τr ; τθ ; τφ ] over the following convex set can be per-
formed.

Uτr ,τθ ,τφ = (τr , τθ , τφ ) :τr2 + τθ2 + τφ2 ≤ τ 2 , −10 ≤ τr ≤ 10,

− 10 ≤ τθ ≤ 10, −10 ≤ τφ ≤ 10

To derive the Karush-Kuhn-Tucker (KKT) conditions for minimizing H over the

above constraints, we need to introduce the Lagrangian L : R4 × R7 → R as follows.

L(u, λ) = H(x∗ , u, p∗ ) + λ1 (τr2 + τθ2 + τφ2 − τ 2 ) + λ2 (τr − 10) + λ3 (−τr − 10)

+ λ4 (τθ − 10) + λ5 (−τθ − 10) + λ6 (τφ − 10) + λ7 (−τφ − 10)

(3.52)

where λ = [λ1 ; λ2 ; λ3 ; λ4 ; λ5 ; λ6 ; λ7 ] is the Lagrange multipliers vector. The KKT

conditions for minimizing H with respect to [τr ; τθ ; τφ ] are shown below.
∂L
= cp4 + 2λ1 τr + λ2 − λ3 = 0 (3.53)
∂τr
∂L
= cp5 + 2λ1 τθ + λ4 − λ5 = 0 (3.54)
∂τθ
∂L
= cp6 + 2λ1 τφ + λ6 − λ7 = 0 (3.55)
∂τφ
where 
 λ∗ = 0 if τr∗2 + τθ∗2 + τφ∗2 < τ 2
1
 λ∗ > 0 if τr∗2 + τθ∗2 + τφ∗2 = τ 2
1

This condition is known as complementary slackness, which roughly means that the
ith optimal Lagrange multiplier is zero unless the ith constraint is active at the op-
timum [51]. The optimality conditions in (3.53)-(3.55) show that the unique solution
for optimal [τr∗ ; τθ∗ ; τφ∗ ] exists only when λ∗1 6= 0, thus λ∗1 > 0 and τr∗2 + τθ∗2 + τφ∗2 = τ 2 .
Consequently, the constraint in (3.49) must be active along the optimal trajectory,
i.e., τr∗2 +τθ∗2 +τφ∗2 = τ ∗2 , which proves that the solutions to Problem 3.2 and Problem
3.3 are identical.
Note that, Proposition 3.1 can only hold for the optimal trajectories of Problem
3.3 that does not have active state constraints, i.e., the optimal trajectories do not ride
 33

the state boundaries defined by the inequalities in Eq. (3.44) [81–83]. This condition is
almost always satisfied by most trajectories in the scenarios considered in this chapter
as long as the process of solving Problem 3.3 does not diverge and appropriate bounds
of the states are chosen.
At this point, the original Problem 3.1 has been transformed to Problem 3.2,
which is further relaxed to Problem 3.3. The equivalence of these transformation and
relaxation techniques has been proved. As such, we can solve Problem 3.3 to obtain
an optimal solution for the minimum-fuel low-thrust transfer problem. However, an
important theoretical issue is the existence of an optimal solution to Problem 3.3.
Proposition 3.2 : Let Γ represent the set of all feasible states and controls for
Problem 3.3, i.e., [x(•), u(•)] ∈ Γ, which implies that for t ∈ [t0 , tf ], x(t) and u(t)
define a feasible state history and control signal for Problem 3.3. If Γ is nonempty,
then there exists an optimal solution to Problem 3.3.
Proof : An existence theorem from [84] is used to complete the proof.

1) Since the fixed-flight-time problem is considered in this chapter for the fuel-optimal
low-thrust transfer and the fuel onboard is limited, lower and upper bounds are
enforced in (3.44) on the states. Thus, there should exist a compact set K such
that for all feasible trajectories x(•), we have [t, x(t)] ∈ K for all t ∈ [t0 , tf ].

2) Both the initial state, x(t0 ), and terminal state, x(tf ), are specified in (3.42) and
(3.43). Therefore, the set of [x(t0 ), tf , x(tf )] is closed and bounded.

3) The control set defined by (3.45), (3.47), and (3.49) is also compact.

4) Both the integrand in (3.48) and the differential equations in (3.40) are continuous
functions.
 34

5) Consider the following set Q+ (t, x) for Problem 3.3:


+ vθ vφ
Q (t, x) = (a1 , a2 , a3 , a4 , a5 , a6 , a7 , a8 ) : a1 ≥ τ, a2 = vr , a3 = , a4 = ,
r cos φ r
vθ2 vφ2 1 vr vθ vθ vφ tan φ
a5 = + − 2 + cτr , a6 = − + + cτθ ,
r r r r r
vr vφ vθ2 tan φ c
a7 = − − + cτφ , a8 = − τ, 0 ≤ τ ≤ e−z∗ [1 − (z − z∗ )],
r r ve

2 2 2 2
τr + τθ + τφ ≤ τ , −10 ≤ τr ≤ 10, −10 ≤ τθ ≤ 10, −10 ≤ τφ ≤ 10]

which indicates that (a1 , a2 , a3 , a4 , a5 , a6 , a7 , a8 ) ∈ Q+ (t, x) if and only if the fol-

lowing conditions are satisfied.

ve
a1 ≥ − a8
c
ve
0≤− a8 ≤ e−z∗ [1 − (z − z∗ )]
c
2  2
vθ2 vφ2

1 vr vθ vθ vφ tan φ
a5 − − + 2 + a6 + −
r r r r r
 2
2
vr vφ vθ tan φ
+ a7 + + ≤ (ve a8 )2
r r
2 vφ2
 
1 vθ 1
−10 ≤ a5 − − + 2 ≤ 10
c r r r
 
1 vr vθ vθ vφ tan φ
−10 ≤ a6 + − ≤ 10
c r r
vr vφ vθ2 tan φ
 
1
−10 ≤ a7 + + ≤ 10
c r r

For each [t, x(t)] ∈ K, since all the above equalities are linear and the inequalities
are either linear or second-order cone constraints, the set Q+ (t, x) for Problem 3.3
is convex with respect to (a1 , a2 , a3 , a4 , a5 , a6 , a7 , a8 ).

Based on the above observations and the existence theorem in Chapter 4 of [84], we
can draw the conclusion that Problem 3.3 has an optimal solution if its feasible set
is nonempty.
 35

3.3.3 Linearization of Dynamics

Problem 3.3 is a nonlinear optimal control problem with nonlinear dynamics shown
in (3.40), which adds complexity when compared to the Mars powered descent prob-
lem and the rendezvous problem. Fortunately, the boundary conditions in (3.42) and
(3.43), and the state constraints in (3.44) as well as the control constraints in (3.45),
(3.47) and (3.49) are all linear equality or second-order cone inequality constraints.
The objective in (3.48) can be discretized into a convex function of the control as well.
As such, the only nonlinear part of Problem 3.3 is the dynamics, which are intractable
for convex optimization. A successive small-disturbance-based linearization method
is used to approximate the dynamics, and a sequential convex method is developed
in Section 3.4.
As mentioned in Section 3.3.1, the control, u, has been decoupled from the states,
x, by introducing slack variables. Therefore, the nonlinear term in (3.40) is f(x),
given by the first expression in (3.41). Similar to the shooting, SQP, and Newton
methods, the nonlinear term can be linearly approximated with respect to a certain
state history, x∗ (t). The linearization of the dynamics is as follows.

ẋ = f(x∗ ) + A(x∗ )(x − x∗ ) + Bu (3.56)

where
 
0 0 0 1 0 0 0
 
vθ sin φ
 − r2 vcos 0 0 1
0 0
 θ

 φ r cos2 φ r cos φ 
vφ 1
− r2 0 0 0 0 0
 
r

∂f(x) 
 2 v 2 +v 2 2vθ 2vφ

A(x∗ ) = =  r3 − θ r2 φ

0 0 0 0
∂x x=x∗
 r r 
 vr vθ −vθ vφ tan φ vθ vφ vφ tan φ−vr vθ tan φ
− vrθ

 r2
0 r cos2 φ r r
0
 
 vr vφ +vθ2 tan φ v2 vφ
− r cosθ2 φ − − 2vθ tan φ
− vrr

 r2
0 r r
0
 
0 0 0 0 0 0 0
x=x∗

Along with the linearization of dynamics, a trust-region constraint is enforced and

shown in (3.57). The variable δ defines the radius of the trust region. This constraint
 36

has been demonstrated to be very effective in improving the convergence of the se-
quential method developed in the following section based on the successive linear
approximations of the dynamics.

kx − x∗ k ≤ δ (3.57)

With the approximation of the nonlinear dynamics in (3.40) by (3.56), Problem 3.3
can be converted into Problem 3.4 as follows, which is a continuous-time convex
optimal control problem with respect to a given state history, x∗ (t).
Problem 3.4 :

Minimize: (3.48)
τr ,τt ,τ

Subject to: (3.56), (3.57) (3.42), (3.43), (3.44), (3.45), (3.47), (3.49)

Remark 3.2 : After a series of transformations and relaxations, our objective be-
comes to find an optimal solution of Problem 3.1 by solving for an optimal solution
of Problem 3.3. In order to apply convex optimization techniques, the nonlinear dy-
namics are convexified by a linear time-varying system, and a convex optimal control
Problem 3.4 is obtained. We cannot solve a single Problem 3.4 to get an optimal
solution to Problem 3.1. Instead, a successive approach can be designed to find an
approximate optimal solution to Problem 3.1.

3.4 Sequential Convex Programming Method

An SCP method is devised in this section to approximately solve Problem 3.1. In

this successive approach, a sequence of convex optimal control sub-problems defined
by Problem 3.4 are formed using the solution from the previous iteration. This process
is described below and followed by an illustration in Fig. 3.3.

1) Set k = 0. Define the initial states x(t0 ) = [r(t0 ); θ(t0 ); φ(t0 ); vr (t0 ); vθ (t0 ); vφ (t0 ); z(t0 )].
Propagate the EoMs in (3.33)-(3.39) with these initial conditions and a specific
control to provide an initial trajectory x(0) for the solution procedure.
 37

2) For k ≥ 1, solve the following optimal control problem (similar to Problem 3.4) to
find a solution pair {x(k) , u(k) }. For convenience, the problem is written below.

Minimize the objective functional:

Z tf
J= τ (t) dt (3.58)
t0

Subject to:

ẋ = f(x(k−1) ) + A(x(k−1) )(x − x(k−1) ) + Bu (3.59)

x(t0 ) = [r(t0 ); θ(t0 ); φ(t0 ); vr (t0 ); vθ (t0 ); vφ (t0 ); z(t0 )] (3.60)

x(tf ) = [r(tf ); φ(tf ); vr (tf ); vθ (tf ); vφ (tf )] (3.61)

     
0.1 r 10
     
 0   θ  10π 
     
     
 −π   φ   π 
     
     
≤
 −10   vr   10  ≤ (3.62)
     
     
 −10   vθ   10 
     
     
 −10  vφ   10 
     
     
ln(0.1) z 0
     
−10 τ 10
   r  
−10 ≤  τθ  ≤ 10 (3.63)
     
     
−10 τφ 10
(k−1)
0 ≤ τ ≤ e−z [1 − (z − z (k−1) )] (3.64)

τr2 + τθ2 + τφ2 ≤ τ 2 (3.65)

kx − x(k−1) k ≤ δ, k = 1 (3.66)

kx − x(k−1) k ≤ γkx(k−1) − x(k−2) k, γ ∈ (0, 1) and k > 1 (3.67)

3) Check the convergence condition

sup kx(k) − x(k−1) k ≤ ε, k > 1 (3.68)

t0 ≤t≤tf

where ε is a prescribed tolerance value for convergence. If the condition in (3.68)

is satisfied, go to Step 4; otherwise set k = k + 1 and go to Step 2.
 38

4) The solution of the problem is found to be x∗ = x(k) and u∗ = u(k) .

Figure 3.3. Sequential convex programming method.

Remark 3.3 : For each k ≥ 1, a nonlinear optimal control problem is defined by

(3.58)-(3.67). Since only linear time-varying dynamics, affine equality constraints,
and second-order cone inequality constraints are included in each sub-problem, it
can be discretized into an SOCP problem, which can be solved efficiently by IPM.
Note that, except for the trust-region constraint introduced in (3.66), a convergence
technique is imposed in (3.67) to improve the convergence of the solution procedure
as long as it can be satisfied in each iteration. This constraint will form a Cauchy
sequence through the successive process and enforce convergence to a final solution.
Another way to impose the convergence technique is to incorporate it into the cost
function, the benefit of which is more likely to produce feasible solutions.
Remark 3.4 : To find the numerical solution to each continuous-time sub-problem
defined by (3.58)-(3.67), a trapezoidal discretization method is applied to convert each
sub-problem to a finite-dimensional parameter optimization problem. In addition,
with the enforcement of the trust-region constraint in (3.66) and the Cauchy sequence
in (3.67), the convergence of solution procedure is expected. It is worth noting that a
complete proof of convergence of the SCP method is still an open challenge; however,
 39

some techniques can be used to further enhance the convergence of the algorithm. For
example, virtual control and trust region techniques are incorporated to add another
layer of algorithmic robustness and convergence in [85]. Theoretical analysis of the
convergence is not the focus of this chapter, but the simulation results show a strong
evidence of convergence of the SCP method.

3.5 Numerical Demonstrations

With the development of the SCP approach to the minimum-fuel low-thrust trans-
fer problem in the previous sections, an Earth-to-Mars low-thrust orbit transfer prob-
lem is used to verify the effectiveness of the proposed method. The vehicle is powered
by six NSTAR ion engines providing a total thrust capacity of 0.55 N. The parameters
used for simulations are provided in Table 3.1.
A difficulty with the minimum-fuel transfer problem considered in this chapter is
that the vehicle tends to move toward extremely long trajectories in both time and
length. As such, if both time and transfer angles are unconstrained, the vehicle will
begin the transfer with a very short burn, and then conduct a series of short burns
at perihelion to slightly raise the aphelion of the trajectory. This process will be
repeated over many years until the aphelion has finally reached Mars’ orbital radius
with minimum fuel consumption. To prevent this phenomenon, the constraints on
the terminal transfer angles should be imposed. For simplicity, the elevation angle is
chosen as the inclination of Mars’ orbital plane, and the azimuth angle is bounded
such that the orbit has a total azimuth angle up to 180 deg. The terminal mass is
free to be maximized.
 40

Table 3.1. Parameters for Earth-to-Mars transfer.

Parameter Value
Gravitational Constant of Sun, µ 1.3271244e20 m3 /s2
Earth-Sun Distance, RE 1.49597870e11 m (1 AU)
Mars-Sun Distance, RM 2.2793664e11 m (1.52 AU)
Initial Azimuth Angle, θ(t0 ) 0
Initial Elevation Angle, φ(t0 ) 0
Initial Velocity r Component, vr (t0 ) 0
p
Initial Velocity θ Component, vθ (t0 ) µ/RE
Initial Velocity φ Component, vφ (t0 ) 0
Initial Mass, m(t0 ) 659.3 kg
Terminal Azimuth Angle, θ(tf ) [0, 180 deg]
Terminal Elevation Angle, φ(tf ) 1.85 deg
Terminal Velocity r Component, vr (tf ) 0
p
Terminal Velocity θ Component, vθ (tf ) µ/RM
Terminal Velocity φ Component, vφ (tf ) 0
Terminal Mass, m(tf ) Free
Time of Flight, tf 253 days
Maximum Thrust, Tmax 0.55 N
Specific Impulse, Isp 3300 s
 41

3.5.1 Convergence Analysis

The methodology described in this chapter has been implemented in ECOS, an

interior-point solver that uses a standard primal-dual Mehrotra predictor-corrector
method with Nesterov-Todd scaling and self-dual embedding conic optimization prob-
lems [86]. ECOS employs sparse linear algebra routines and computes only what is
really necessary. The interior point algorithm that ECOS implements is one of the
fastest converging methods that are currently in use for solving convex conic prob-
lems. In the simulations, the trajectory is discretized into N = 100 nodes. The
trust-region size in (3.66) and the stopping criteria in (3.68) are selected as:

 T
5e9 10π 10π 500 500 500
δ= , , , , , , 0.002
R0 180 180 V0 V0 V0
 T
10 (1e − 5)π (1e − 5)π 1e − 5 1e − 5 1e − 5
ε= , , , , , , 1e − 5
R0 180 180 V0 V0 V0
By implementing the developed SCP method, the results are obtained and shown in
Figs. 3.4-3.8 and Table 3.2. Figure 3.4 shows that the value of the objective functional
decreases to the converged solution and the SCP method converges in 13 iterations
for the specified tolerance value. The minimum fuel consumption for transfer is
128.97 kg with an arrival mass of 530.33 kg. The corresponding changes of r between
consecutive iterations are shown in Fig. 3.5. The convergence of the trajectories, mass
profiles, and thrust magnitude histories are depicted in Fig. 3.6, Fig. 3.7 and Fig. 3.8,
respectively. To make the progression of the convergence clearer, the trajectories and
profiles for all iterations are shown with colors from “cool” (blue) to “warm” (red)
in Figs. 3.6-3.8. As can be seen from the zoom-in views, the trajectories and control
histories are quite close after 8 steps.
Another noteworthy thing that can be observed from Figs. 3.7 and 3.8 is that a
plane-change maneuver is employed on around the 107th day to achieve the three-
dimensional orbital transfer. This additional fundamental feature makes the three-
dimensional transfer problem harder to solve than the two-dimensional case because it
no longer has thrust-coast-thrust solution and the timing of the middle plane-change
 42

maneuver is not obvious. To further demonstrate the convergence performance of

the successive procedure, more quantitative results are reported in Table 3.2, which
presents the difference of each state variable between consecutive steps for all 13
iterations. The difference of the states shown in the table is defined as |∆y| :=
Max |y (k) (ti ) − y (k−1) (ti )|, i = 1, 2, ..., N , where y could be each state variable.

Figure 3.4. Convergence of the objective.

 43

Figure 3.5. Convergence of ∆r between consecutive iterations.

Figure 3.6. Convergence of radial distance.

 44

Figure 3.7. Convergence of mass history.

Figure 3.8. Convergence of thrust magnitude history.

 Table 3.2. Difference of the states between consecutive iterations

Iteration number |∆r| (m) |∆θ| (deg) |∆φ| (deg) |∆vr | (m/s) |∆vθ | (m/s) |∆vφ | (m/s) |∆m| (kg)
1 5.0000e+09 0.8816 0.0665 419.6094 260.3757 130.5415 1.1961
2 2.0990e+08 0.1035 0.1326 103.1213 88.6637 97.1353 1.1641
3 3.2258e+07 0.0440 0.1024 17.2966 34.6854 74.7501 1.0544
4 4.0272e+07 0.0143 0.0556 20.1726 15.5136 36.9205 1.0565
5 3.6214e+07 0.0223 0.0636 25.1982 29.3138 78.2029 1.1721
6 8.0505e+07 0.0389 0.0528 19.2404 44.3350 67.5313 1.1714
7 6.5991e+07 0.0303 0.0130 27.5001 48.1754 68.6902 1.1710
8 3.4993e+07 0.0172 0.0197 32.3079 50.8738 40.7473 1.1629
9 1.1850e+07 0.0041 0.0117 16.5724 28.3557 65.2896 1.1717
10 1.9050e+05 3.8734e-05 6.6974-04 0.1567 0.0967 1.5215 0.0267
11 2.3122e+03 5.0017e-07 1.1437e-05 0.0011 0.0011 0.0060 4.6259e-05
12 49.8645 1.8533e-08 1.6423e-07 1.6689e-05 9.8072e-06 7.8644e-05 4.8946e-07
13 0.9943 4.0740e-10 2.8764e-09 3.6562e-07 1.6474e-07 1.3482e-06 6.9723e-09
45
 46

3.5.2 Comparison Simulations

To further demonstrate the performance of the SCP method developed in this

chapter, numerical results are compared to the solutions obtained by GPOPS-II,
which is a general-purpose MATLAB software program for solving multiple-phase
optimal control problems [87]. GPOPS employs a Legendre-Gauss-Radau quadra-
ture orthogonal collocation method to convert the continuous-time optimal control
problem to a large sparse NLP problem. An adaptive mesh refinement method is
implemented to determine the number of nodes required and the degree of the ap-
proximating polynomial to achieve a specified accuracy. The default NLP solver used
by GPOPS is IPOPT [88]. In the simulations, GPOPS solves the same optimal con-
trol problem defined by Problem 3.2 with the only exception that (3.46) is used for
the control constraint, aiming to show the accuracy of the linearized constraint in
(3.47) used for the SCP approach.
The results obtained from SCP and GPOPS are compared and shown in Figs. 3.9-
3.16 and Table 3.3. The red-circle profiles are the SCP results and the blue-star
profiles are the results by GPOPS. Figures 3.9-3.12 show that the state histories
match extremely well under both methods. The radius vector transitions smoothly
and asymptotically from 1 AU to 1.52 AU. Note that, it is expected that the azimuth
angle, θ, increases to a final value of exactly 180 deg, which is the maximum allow-
able number, because the vehicle tends to move toward long-duration trajectories to
minimize the fuel consumption. The elevation angle, φ, gradually transitions from
zero to the expected value 1.85 deg, which is the inclination of Mars’ orbital plane.
The radial velocity increases from zero to a maximum non-dimensional value of 0.194
before decreasing to achieve a zero relative velocity arrival. The θ-component of ve-
locity slightly increases to 1.052 in the beginning before decreasing to match Mars’
non-dimensional circular velocity of 0.81. In contrast, the φ-component of velocity
is relatively small and eventually becomes zero to satisfy the terminal constraint at
Mars’ arrival. The mass profiles also have the same trend and both decrease to similar
 47

final values. Figures 3.13 and 3.14 compare the control histories during the transfer.
The SCP controls and the GPOPS controls are in excellent agreement for both the
thrust magnitude history and the thrust direction history. It is observed in some sim-
ulation cases that the thrust angle controls become more deviated in the middle part
of the trajectory when the engines are not thrusting. This is reasonable because the
thrust angle is not well defined without a thrust magnitude. Fortunately, in all the
simulations that have been conducted in this chapter, the thrust magnitude histories
match very well, and the thrust angle histories for both SCP and GPOPS are smooth
curves even when the thrust magnitude is zero. The heliocentric transfer orbits are
shown in Figs. 3.15 and 3.16 for SCP and GPOPS, respectively. The arrows are ori-
ented with the thrust direction and scaled to the magnitude of the thrust vector.
Fuel savings can be observed from these two heliocentric views. The vehicle begins
by applying a burn with relatively small αr and large αφθ for approximately 50 days
before shutting off. This long burn places the vehicle in a transfer orbit to Mars’
orbit. The vehicle coasts along this trajectory until around the 107th day where it
applies a short burn to adjust the inclination angle of the orbit. When it comes to
the 230th day, the vehicle begins a sustained burn to increase the vehicle’s speed to
match that of Mars.
Furthermore, the optimal solutions from these two approaches are reported in
Table 3.3, which indicates that the converged solution of the SCP method is close to
the optimal solution by GPOPS, and all the terminal constraints are satisfied. In
addition, it takes less than 0.2 seconds to solve each sub-problem and about 2.5 sec-
onds to converge for the SCP method. All the simulations are running in MATLAB
on a MacBook Pro with a 64-bit Mac OS and an Intel Core i5 2.5GHz processor. If
smaller tolerances are selected, then more iterations and CPU time will be required
to converge. Similarly, more time will be needed when larger numbers of nodes are
chosen. Additionally, the execution time is expected to be shorter if the simulation
environment is changed to take advantage of compiled or parallel programs. For
GPOPS, however, it takes longer to converge using default settings. This result does
 48

not generally mean that the SCP method is better than GPOPS. In fact, GPOPS is
a powerful and successful tool in solving general nonlinear optimal control problems.
However, the relatively fast computational speed observed in the proposed SCP ap-
proach highlights its potential to efficiently solve three-dimensional orbital transfer
problems.

Figure 3.9. Comparisons of state profiles.

 49

Figure 3.10. Comparisons of state profiles.

Figure 3.11. Comparisons of state profiles.

 50

Figure 3.12. Comparisons of mass profiles.

Figure 3.13. Comparisons of thrust magnitude profiles.

 51

Figure 3.14. Comparisons of thrust angle profiles.

Figure 3.15. Heliocentric trajectory by SCP.

 52

Figure 3.16. Heliocentric trajectory by GPOPS.

Table 3.3. Comparison of solutions

Method SCP GPOPS

r(tf ) (m) 2.2794e11 2.2794e11
θ(tf ) (deg) 180 180
φ(tf ) (deg) 1.85 1.85
vr (tf ) (km/s) 3.4498e-9 0
vθ (tf ) (km/s) 24.1295 24.1295
vφ (tf ) (km/s) -8.0353e-9 0
m(tf ) (kg) 530.33 531.31
CPU time (s) 2.49 160.34
 53

3.5.3 Optimality and Feasibility Analysis

At last, the optimality and feasibility of the converged solution are verified for the
proposed SCP approach. First, the optimal control histories from SCP are used to
propagate the EoMs in (3.33)-(3.39) using the same initial condition and the results
are shown in Figs. 3.17-3.20. The red-circle profiles represent the optimal profiles from
SCP and the blue solid curves are the propagated state histories using the control from
SCP. I can be seen that the propagated states are in excellent agreement with the SCP
states, which demonstrates the optimality and accuracy of the converged solution.
Second, based on the obtained optimal controls u∗ (t) = [τr∗ (t); τθ∗ (t); τφ∗ (t); τ ∗ (t)], the
values of τr∗2 (t) + τθ∗2 (t) + τφ∗2 (t) − τ ∗2 (t) are obtained and shown in Fig. 3.21. It can
be seen that the value of τr∗2 (t) + τθ∗2 + +τφ∗2 (t) − τ ∗2 (t) stays close to zero and the
relaxed control constraint in (3.49) remains active along the optimal trajectory, which
numerically validates Proposition 3.1.

Figure 3.17. Comparisons to propagated trajectory.

 54

Figure 3.18. Comparisons to propagated trajectory.

Figure 3.19. Comparisons to propagated trajectory.

 55

Figure 3.20. Comparison to propagated mass profile.

Figure 3.21. Equivalence of control constraint relaxation.

 56

4. MINIMUM-TIME LOW-THRUST TRANSFERS

4.1 Introduction

A convex approach has been developed in Chapter 3 to solve a fuel-optimal low-

thrust transfer problem with a fixed time of flight (TOF). In this chapter, this convex
method is extended to solve the minimum-time low-thrust orbit transfer problem.
The time-optimal trajectory optimization is another large class of problems for low-
thrust transfers, and maximum thrust is expected for the entire trajectory. Unfortu-
nately, the existing convex methods cannot be directly applied to address this type
of problem. Instead, these problems need to be reformulated into a new form that
can ultimately be solved using convex optimization.
Most of the problems that have been solved by convex optimization in Section
1.1.3 were fixed-final-time problems with an exception of [54], [62], [65], and [89].
It is more challenging to solve free-final-time problems because new independent
variables which are monotonically increasing need to be introduced to rewrite the
EoMs in a manner that can be readily discretized into convex optimization problems.
In [54], a line search technique was applied to solve for the optimal TOF. The EoMs
for hypersonic entry flight were reformulated with respect to energy in [62], and the
TOF could be free. In order to address the free-time closed-loop optimal guidance for
constrained impact and reduce the nonlinearity in the dynamics, the range was used as
the independent variable for the kinematic equations of motion in [65]. Additionally,
to solve the optimal guidance design problem for aerodynamically controlled missiles,
a new independent variable was defined to rewrite the equations of motion in [89] by
assuming that the new independent variable is monotonically increasing. Motivated
by the above research, a new method is proposed in this chapter to transform the
 57

free-final-time low-thrust trajectory optimization problem into a sequence of convex

optimization problems.
This chapter is organized as follows. The dynamics are rewritten and a nonlinear
optimal control problem is obtained in Section 4.2 by introducing a new independent
variable with a monotonically increasing profile. Then, based on the ideas in Chapter
3, the nonlinearity in the dynamics is reduced through a change of variables, the
nonconvex control constraints are convexified, and an equivalent problem is formed in
Section 4.3. The equivalence of the relaxation and the existence of the solution to the
relaxed problem are proved in Section 4.3. Based on the linearization of the dynamics,
a successive convex approach is developed in Section 4.4 to find an approximate
optimal solution to the original problem. The effectiveness of the proposed method is
verified in Section 4.5 through numerical simulations of a planar Earth-to-Mars low-
thrust transfer problem. Furthermore, the performance of this convex approach is also
demonstrated by comparing with GPOPS for transfers with multiple revolutions.

4.2 Problem Formulation

4.2.1 Equations of Motion

In this chapter, planar low-thrust orbit transfer problems are considered, and the
polar coordinates are chosen to describe the motion of the spacecraft shown in Fig. 4.1.
For simplicity, only the gravitational effects of the central body are considered in
this chapter. For the case of general planet-to-planet orbit transfer, we assume that
the spacecraft is far from other gravitational bodies for the bulk of the trajectory, and
the trajectory begins and ends at the boundary of the spheres of influence. Thus, for
 58

Figure 4.1. Polar coordinates for low-thrust orbit transfers.

interplanetary transfers, the gravitational effects of the origin and target planets are
neglected. The equations of motion are as follows [90].

ṙ = vr (4.1)
vt
θ̇ = (4.2)
r
2
v µ T sin η
v˙r = t − 2 + (4.3)
r r m
vr vt T cos η
v˙t = − + (4.4)
r m
T
ṁ = − (4.5)
ve
where r is the radial distance from the central body to the spacecraft, θ is the transfer
angle measured from r0 at the start point, vr is the radial component of velocity, vt
is the tangential component of velocity, and m is the mass of the spacecraft. The
thrust is assumed to be non-continuous and its direction is controllable. As such, the
control variables are the thrust magnitude, T , and thrust direction angle, η, which is
defined as the angle between the thrust vector and the local horizon. The variable µ
is the gravitational constant of the central body, and ve is the exhaust velocity of the
engine. The above differential equations are with respect to time, t.
To avoid an ill-conditioned problem formulation and improve the convergence of
the solution method, the constants introduced in Section 3.2.2 are used as reference
 59

values to normalize the variables and parameters in the problem. After applying the
normalization, the non-dimensional equations of motion take the following form.

ṙ = vr (4.6)
vt
θ̇ = (4.7)
r
vt2 1 cT sin η
v˙r = − 2+ (4.8)
r r m
vr vt cT cos η
v˙t = − + (4.9)
r m
cT
ṁ = − (4.10)
ve
where c = Tmax R0 /(m0 V02 ) is constant. The gravitational constant, µ, becomes one
after normalization. The angles θ and η are not normalized since they are in radi-
ans and close to unity over most of the domain of interest. The state and control
constraints that will be discussed later are also well-scaled based on this simple nor-
malization method.

4.2.2 Change of Independent Variable

A free-final-time optimal control problem associated with low-thrust transfers is

considered in this chapter. In fact, a popular way to solve free TOF problems is
to normalize the time to τ such that τ ∈ [0, 1]. Then, it can be solved as a fixed-
flight-time problem, in which the actual flight time tf is also optimized. However, this
approach further increases the nonlinearity of the dynamics because we must multiply
the dynamics by the tf parameter. When the time is normalized in this manner, the
dynamics will be more difficult to convexify. In this section, an alternative approach
that is compatible with convex optimization approaches is developed by introducing
a new independent variable and reformulating the equations of motion.
Theoretically, any variable with a monotonically increasing trend and fixed bound-
ary conditions can achieve this goal. From Eqs. (4.1) and (4.2), we can see that both
radial distance r with positive vr and transfer angle θ with positive vt can be chosen
as the new independent variable; however, the simulations show that the variable
 60

with smoother and more linearly increasing profile achieves better convergence per-
formance. Numerical simulations in Section 4.5 will show that θ has advantages over
r in this respect. Additionally, invalid linearization of the dynamics may occur when
choosing r as the independent variable because infinitely large terms will emerge
when vr tends to zero at the endpoint. As such, θ is selected as the new independent
variable for the transfer problem considered in this chapter.
To begin with, we divide Eqs. (4.6) and (4.8)-(4.10) by Eq. (4.7) to make θ the
new independent variable by assuming that vt is always positive. This ensures that θ
is monotonically increasing during the transfer. Then, the new equations of motions
become

0 rvr
r = (4.11)
vt
0 1 crT sin η
vr = vt − + (4.12)
rvt mvt
0 crT cos η
vt = −vr + (4.13)
mvt
0 crT
m =− (4.14)
ve vt
0 r
t = (4.15)
vt

where the differentiations are now with respect to θ, and Eq. (4.15) is a reformulation
of Eq. (4.7). In this manner, the time, t, becomes a state variable in the new dynamics.
As such, the state vector of a generic planar orbit transfer can be denoted as
x = [r; vr ; vt ; m; t], and the equations of motion defined in Eqs. (4.11)-(4.15) can be
represented as a state space formulation as follows.

0
x = f(x, u) (4.16)

where u = [T ; η] is the control vector. As can be seen, the control vector is highly
coupled with the states through the thrust terms of crT sin η/(mvt ), crT cos η/(mvt ),
and crT /(ve vt ).
 61

4.2.3 Optimal Control Problem

For the low-thrust transfer problem considered in this chapter, the spacecraft is
assumed to start from an initial circular orbit to a target circular orbit within a
specific range of θ ∈ [θ0 , θf ]. Therefore, the initial and terminal conditions can be
defined as follows.

x(θ0 ) = [r(θ0 ); vr (θ0 ); vt (θ0 ); m(θ0 ); t(θ0 )] (4.17)

x(θf ) = [r(θf ); vr (θf ); vt (θf )] (4.18)

where r(θ0 ) is the radius of the initial orbit. Based on the circular orbit assumptions,
the radial and tangential components of the initial velocity are vr (θ0 ) = 0 and vt (θ0 ) =
p
µ/r(θ0 ), respectively. The initial mass m(θ0 ) is specified, and the initial time is
simply chosen as t(θ0 ) = 0. The variable r(θf ) is the radius of the target orbit. For
p
the circular target orbit, vr (θf ) = 0 and vt (θf ) = µ/r(θf ). Since a minimum-time
trajectory optimization problem is considered in this chapter, t(θf ) is free, and the
constraint on m(θf ) is not enforced.
Based on the assumption of a monotonic increase of θ, the tangential component
of velocity, vt , should remain positive during the transfer. In addition, the other state
variables should be limited in certain ranges, and the thrust should not exceed the
maximum value. As such, the following state and control constraints are used.
     
0.1 r 10
     
 −10  vr   10 
     
     
1e − 5 ≤  vt  ≤  10  (4.19)
     
     
     
 0.1  m  1 
     
0 t +∞
     
0 T 1
 ≤ ≤  (4.20)
−π η π

where both the state and control variables are bounded for practical reasons, and the
lower and upper bounds are also non-dimensional. For example, the lower bounds of
 62

r, vt , and m should be 0, however, it will cause singularities in the dynamics. As such,

more realistic values are chosen for the lower and upper bounds of these variables.
Similarly, lower and upper bounds are also defined for vr , t, T , and η. Since the TOF
is to be optimized, no upper bound is needed for t.
Based on the above transformations, the objective to minimize the time of fight
is defined as follows.
J = t(θf ) (4.21)

Then, a minimum-time low-thrust transfer problem can be formulated and posed as

an optimal control problem shown below.
Problem 4.1 :

Minimize: (4.21)
T,η

Subject to: (4.16), (4.17), (4.18), (4.19), (4.20)

where the optimal thrust magnitude profile T (θ) and thrust angle profile η(θ) that
minimize the performance index in Eq. (4.21) are found and satisfy the dynamics
in Eq. (4.16), boundary conditions in Eqs. (4.17) and (4.18), and state and control
constraints in Eqs. (4.19) and (4.20).
Note that the control constraints defined in Eqs. (4.20) are originally convex; how-
ever, the dynamics in Eqs. (4.11)-(4.15) are nonlinear, and the states and controls are
highly coupled through trigonometric and reciprocal terms, which will bring difficul-
ties to the convergence of both NLP algorithms and the convex optimization method
that will be developed later in this chapter. In order to convert and solve Problem
4.1 using convex optimization methods, a series of relaxation techniques are applied,
and the main technical results will be presented in the following sections.
 63

4.3 Problem Convexification

4.3.1 Change of Variables

In order to reduce the coupling of the states and controls in the dynamics, a
change of variables is introduced to reformulate the problem. Similar to Chapter 3,
the following two new variables are defined:

T
u= (4.22)
m
z = ln m (4.23)

From Eq. (4.14), we have

0
0 m crT cr
z = =− =− u (4.24)
m mve vt ve vt

Then, the equations of motion can be written as

0 rvr
r = (4.25)
vt
0 1 cr
vr = vt − + u sin η (4.26)
rvt vt
0 cr
vt = −vr + u cos η (4.27)
vt
0 cr
z =− u (4.28)
ve vt
0 r
t = (4.29)
vt

To further reduce the nonlinearity of the control terms in the dynamics, another two
variables are introduced:

ur = u sin η and ut = u cos η (4.30)

where ur and ut are the radial and tangential components of the control variable, u,
respectively, and the following constraint must hold

u2r + u2t = u2 (4.31)

 64

Then, the dynamics become

0 rvr
r = (4.32)
vt
0 1 cr
vr = vt − + ur (4.33)
rvt vt
0 cr
vt = −vr + ut (4.34)
vt
0 cr
z =− u (4.35)
ve vt
0 r
t = (4.36)
vt

The corresponding state space formulation of the above equations of motion takes
the following form
0
x = f(x) + B(x)u (4.37)

where x = [r; vr ; vt ; z; t] is the new state vector and the control vector becomes u =
[ur ; ut ; u]. The column vectors f(x) ∈ R5 and B(x) ∈ R5×3 are shown below.
   
rvr /vt 0 0 0
   
vt − 1/(rvt ) cr/vt 0 0
   

   
f(x) =  −vr , B(x) = (4.38)
   
  0 cr/vt 0 
   
−cr/(ve vt )
   
 0   0 0
   
r/vt 0 0 0

Different from the problem transformation in Section 3.3, the control matrix B in
Eq. (4.38) is not constant, but the nonlinearity and the coupling of the states and
control have been reduced in the new dynamics, which is helpful in improving the
convergence of the sequential convex method developed in the following section. How-
ever, a nonconvex control constraint in Eq. (4.31) is introduced along with the change
of variables, but it will be relaxed to a convex form later in this section.
With the new variables, the initial and terminal conditions become

x(θ0 ) = [r(θ0 ); vr (θ0 ); vt (θ0 ); z(θ0 ); t(θ0 )] (4.39)

x(θf ) = [r(θf ); vr (θf ); vt (θf )] (4.40)

 65

where z(θ0 ) = ln m(θ0 ) = 0 is the initial value of z, z(θf ) is free. All the other values
are the same as those defined in Eqs. (4.17) and (4.18). Meanwhile, the state and
control constraints become
     
0.1 r 10
     
 −10  vr   10 
     
     
 1e − 5  ≤  vt  ≤  10  (4.41)
     
     
     
ln(0.1)  z   0 
     
0 t +∞
     
−10 u 10
  ≤  r ≤   (4.42)
−10 ut 10

0 ≤ u ≤ e−z (4.43)

where the lower and upper bounds of z are enforced based on the constraint on m in
Eq. (4.19). From the constraint on T defined in Eq. (4.20), we can get 0 ≤ u ≤ 1/m;
thus we have Eqs. (4.42) and (4.43). Notice that, all the above state and control
constraints are convex except for Eq. (4.43). Similar as Section 3.3, we can apply a
first-order Taylor series expansion to convexify the right part of inequality (4.43) and
obtain

0 ≤ u ≤ e−z∗ [1 − (z − z∗ )] (4.44)

where z∗ (θ) is a given history of z(θ). We can show that a solution that satisfies the
constraint in Eq. (4.44) also satisfies the constraint in Eq. (4.43) by using Proposition
3.2.
The objective will remain the same as before, and an approximate optimal control
problem of Problem 4.1 can be obtained in terms of the new control variables and
updated constraints as follows.
Problem 4.2 :

Minimize: (4.21)
ur ,ut ,u

Subject to: (4.31), (4.37), (4.39), (4.40), (4.41), (4.42), (4.44)

 66

Remark 4.1: The dynamics in Eq. (4.37), boundary conditions in Eqs. (4.39) and
(4.40), and the state and control constraints in Eq. (4.31), (4.41) and (4.42) are di-
rectly reformulated from Problem 4.1 through a change of variables. Thus, they are
equivalent to those in Problem 4.1. The only difference between Problem 4.1 and
Problem 4.2 is the approximation of constraint (4.43) by (4.44), and we have proved
that the feasible set defined by Eq. (4.44) is contained in the feasible set defined by
Eq. (4.43). As such, Problem 4.2 is an effective approximation of Problem 4.1, and if
there exists a feasible solution to Problem 4.2, then this solution also defines a feasible
solution to Problem 4.1.

4.3.2 Relaxation of Nonconvex Control Constraint

Problem 4.2 is a nonlinear optimal control problem with the equality quadratic
constraint in Eq. (4.31) and the nonlinear dynamics in Eq. (4.37). In this subsection,
we will handle the nonconvex control constraint first.
The control space determined by Eq. (4.31) represents the surface of a second-
order cone, which is nonconvex. This feature will add difficulties in achieving rapid
convergence for NLP algorithms and cannot be handled by convex optimization. Sim-
ilar to Section 3.3.2, we will relax the equality nonconvex constraint in Eq. (4.31) into
a solid second-order cone represented by an inequality constraint shown below.

u2r + u2t ≤ u2 (4.45)

An illustration of this control constraint convexification can be found in Fig. 3.2,

where the nonconvex control set represented by the surface of a cone is mapped into
a convex set defined by a solid convex cone. With the relaxation of the control
constraint, a new optimal control problem can be formulated as follows.
Problem 4.3 :

Minimize: (4.21)
ur ,ut ,u

Subject to: (4.37), (4.39), (4.40), (4.41), (4.42), (4.44), (4.45)

 67

Proposition 4.1 : The solution of the relaxed Problem 4.3 is identical to the solution
of Problem 4.2. That is to say, if [x∗ (θ); u∗r (θ); u∗t (θ); u∗ (θ)] is a solution to Problem
4.3 over a fixed interval [θ0 , θf ], then it is also a solution to Problem 4.2 and u∗r (θ)2 +
u∗t (θ)2 = u∗ (θ)2 .
Proof : Similar as the proof of Proposition 3.1, the Minimum Principle is used to
prove the above statement. The Hamiltonian for Problem 4.3 is as follows:

rvr 1 cr cr cr r
H(x, u, p) = p1 + p2 (vt − + ur )+ p3 (−vr + ut )+ p4 (− u) − p5 (4.46)
vt rvt vt vt ve vt vt

where x = [r; vr ; vt ; z; t] is the state vector, u = [ur ; ut ; u] is the control vector, and
p = [p1 ; p2 ; p3 ; p4 ; p5 ] is the costate vector. Suppose that x∗ (θ) is the optimal state
solution to Problem 4.3 and p∗ (θ) is the corresponding costate vector, the optimal
control u∗ (θ) = [u∗r (θ); u∗t (θ); u∗ (θ)] is determined by pointwise minimization of H in
Eq. (4.46) with respect to ur , ut , and u [80]:

H(x∗ (θ), u∗ (θ), p∗ (θ)) = min H(x∗ (θ), u(θ), p∗ (θ)), θ ∈ [θ0 , θf ] (4.47)
u∈U

where

U = (ur , ut , u) :u2r + u2t ≤ u2 , 0 ≤ u ≤ e−z∗ [1 − (z − z∗ )],

− 10 ≤ ur ≤ 10, −10 ≤ ut ≤ 10

In this chapter, θf is fixed and the dynamics are autonomous, thus H is constant
along the optimal trajectory. For each u, the minimization of H with respect to
[ur ; ut ] over the following convex set can be performed.
 
2 2 2
Uur ,ut = (ur , ut ) : ur + ut ≤ u , −10 ≤ ur ≤ 10, −10 ≤ ut ≤ 10

To derive the KKT conditions for minimizing H over the above constraint, we need
to introduce the Lagrangian L : R3 × R5 → R as follows.

L(u, λ) =H(x∗ , u, p∗ ) + λ1 (u2r + u2t − u2 ) + λ2 (ur − 10)

(4.48)
+ λ3 (−ur − 10) + λ4 (ut − 10) + λ5 (−ut − 10)
 68

where λ = [λ1 ; λ2 ; λ3 ; λ4 ; λ5 ] is the Lagrange multiplier vector. The KKT conditions

for minimizing H with respect to [ur ; ut ] are shown below.

∂L cr
= p2 + 2λ1 ur + λ2 − λ3 = 0 (4.49)
∂ur vt
∂L cr
= p3 + 2λ1 ut + λ4 − λ5 = 0 (4.50)
∂ut vt
where 
 λ∗ = 0 if u∗2 ∗2 2
1 r + ut < u
 λ∗ > 0 if u∗2 ∗2 2
1 r + ut = u

The optimality conditions in Eqs. (4.49) and (4.50) show that a unique solution for
optimal [u∗r ; u∗t ] exists only when λ∗1 6= 0, thus λ∗1 > 0 and u∗2 ∗2 2
r +ut = u . Consequently,

the constraint in Eq. (4.45) must be active along the optimal trajectory, i.e., u∗2 ∗2
r +ut =

u∗2 , which proves that the solutions to Problem 4.2 and Problem 4.3 are identical.
Proposition 4.2 : Let Γ represent the set of all feasible states and control for
Problem 4.3, i.e., [x(•), u(•)] ∈ Γ, which implies that for θ ∈ [θ0 , θf ], x(θ) and u(θ)
define a feasible state history and control signal for Problem 4.3. If Γ is nonempty,
then there exists an optimal solution to Problem 4.3.
Proof : The existence theorem from [84] is used to complete the proof.

1) Since θf is fixed for the time-optimal low-thrust transfer problem considered in

this chapter and the fuel onboard is limited, lower and upper bounds are enforced
in Eq. (4.41) on the states. Thus, there should exist a compact set K such that
for all feasible trajectories x(•), we have [θ, x(θ)] ∈ K for all θ ∈ [θ0 , θf ].

2) Both the initial state, x(θ0 ), and terminal state, x(θf ), are specified in Eqs. (4.39)
and (4.40). Therefore, the set of [x(θ0 ), θf , x(θf )] is closed and bounded.

3) The control set defined by Eqs. (4.42), (4.44), and (4.45) is also compact.

4) All the differential equations in Eq. (4.37) are continuous functions.

 69

5) Consider the following set Q+ (θ, x) for Problem 4.3:


+ rvr 1 cr cr
Q (θ, x) = (a1 , a2 , a3 , a4 , a5 ) : a1 = , a 2 = vt − + ur , a3 = −vr + ut ,
vt rvt vt vt
cr r
a4 = − u, a5 = , 0 ≤ u ≤ e−z∗ [1 − (z − z∗ )],
ve vt vt

2 2 2
ur + ut ≤ u , −10 ≤ ur ≤ 10, −10 ≤ ut ≤ 10]

which indicates that (a1 , a2 , a3 , a4 , a5 ) ∈ Q+ (θ, x) if and only if the following con-
ditions are satisfied.

ve vt
0≤− a4 ≤ e−z∗ [1 − (z − z∗ )]
cr
 2
1
a2 − vt + + (a3 + vr )2 ≤ (−ve a4 )2
rvt
 
vt 1
−10 ≤ a2 − v t + ≤ 10
cr rvt
vt
−10 ≤ (a3 + vr ) ≤ 10
cr

For each [θ, x(θ)] ∈ K, since all the above equalities are linear and the inequalities
are either linear or second-order cone constraints, the set Q+ (θ, x) for Problem
4.3 is convex with respect to (a1 , a2 , a3 , a4 , a5 ).

Based on the above observations and the existence theorem in Chapter 4 of [84], we
can draw the conclusion that Problem 4.3 has an optimal solution if its feasible set is
nonempty. More descriptions of the the existence theorem and its proof can be found
in [84].

4.3.3 Handling Nonlinear Dynamics

After replacing the nonlinear control constraint in Eq. (4.31) with the relaxed one
in Eq. (4.45), the only nonconvex component in Problem 4.3 is the nonlinear dynamics
defined in Eq. (4.37). Since convex optimization requires all the equality constraints
to be linear, the nonlinear dynamics should be converted from the form of Eq. (4.37)
into linear dynamics, which can be discretized into linear equality constraints. A
 70

successive small-disturbance-based linearization method is used to approximate the

dynamics, and a sequential convex method will be developed in Section 4.4.
Suppose that x∗ (θ) is a fixed state history, which could be the solution from the
kth iteration, x(k) (θ), in the successive method. Then, the dynamics in Eq. (4.37) can
be approximated as follows:
0
x = f(x∗ ) + A(x∗ )(x − x∗ ) + B(x∗ )u (4.51)

with
 
vr /vt r/vt −rvr /vt2 0 0
 
1/(r2 vt ) 0 1+ 1/(rvt2 ) 0 0
 
∂f(x)  
A(x∗ ) = = 0 −1
 
0 0 0
∂x x=x∗
 
 
 0 0 0 0 0
 
1/vt 0 −r/vt2 0 0
x=x∗

 
0 0 0
 
cr/vt 0 0
 

 
B(x∗ ) =  0
 
cr/vt 0 
 
−cr/(ve vt )
 
 0 0
 
0 0 0
x=x∗

where the nonlinear term f(x) is linearized and B(x) is replaced by B(x∗ ). A variety
of linearization methods can be found in rendezvous and proximity studies, which can
be classified in different ways according to the choice of coordinate frames, lineariza-
tion parameters, and nominal orbits [91–93]. However, the linearized dynamics in
Eq. (4.51) are different from the conventional linearization methods, since the nom-
inal transfer orbit is chosen as the solution from the previous iteration and we do
not linearize the term B(x)u. This feature will eliminate the high-frequency jitters
in the control profiles and improve the convergence of the SCP method because the
information of u∗ is not required for Eq. (4.51) and the optimal control from the iter-
ation k, u(k) , will not affect the current iteration for the successive solution procedure
developed in the following section.
 71

Similar as Chapter 3, a trust-region constraint is enforced along with the lineariza-

tion of dynamics and is shown as follows:

kx − x∗ k ≤ δ (4.52)

With the approximation of the nonlinear dynamics in Eq. (4.37) by Eqs. (4.51) and
(4.52), Problem 4.3 can be converted into Problem 4.4 as follows, which is a continuous-
time convex optimal control problem with respect to a given state history, x∗ .
Problem 4.4 :

Minimize: (4.21)
ur ,ut ,u

Subject to: (4.39), (4.40), (4.41), (4.42), (4.44), (4.45), (4.51), (4.52)

Remark 4.2 : Similar as Chapter 3, the goal becomes to find an optimal solution
to Problem 4.1 by solving for an optimal solution to Problem 4.3 after a series of
transformations and relaxations. In order to implement convex optimization, the
nonlinear dynamics are convexified to a linear time-varying system and a convex
optimal control Problem 4.4 is obtained. Then, a successive approach can be designed
to find an approximate optimal solution to Problem 4.1 because we cannot solve a
single Problem 4.4 to get an optimal solution to Problem 4.1. The linearization of
dynamics discussed above will be applied in the next section to formulate a sequential
SOCP approach to the low-thrust transfer problem, and numerical results in Section
4.5 will show that the convergence can be achieved very quickly.

4.4 Sequential Convex Programming Method

Similar to the successive solution methods developed for near-filed rendezvous

[59, 62] and the SCP method designed in Chapter 3 for the minimum-fuel low-thrust
transfer problem, a new SCP method is devised in this section to approximately solve
Problem 4.1 associated with the minimum-time transfer problem. In this successive
approach, a sequence of convex optimal control sub-problems defined by Problem 4.4
are formed using the solution from the previous iteration.
 72

1) Set k = 0. Define the initial states x(θ0 ) = [r(θ0 ); vr (θ0 ); vt (θ0 ); z(θ0 ); t(θ0 )]. Prop-
agate the equations of motion in (4.32)-(4.36) with these initial conditions and a
specific control to provide an initial trajectory x(0) for the solution procedure.

2) For k ≥ 1, solve the following optimal control problem (similar to Problem 4.4)
to find a solution pair {x(k) , u(k) }. For convenience, the problem is written below
with an additional constraint shown in Eq. (4.62).

Minimize the objective functional:

J = t(θf ) (4.53)

Subject to:

ẋ = f(x(k−1) ) + A(x(k−1) )(x − x(k−1) ) + B(x(k−1) )u (4.54)

x(θ0 ) = [r(θ0 ); vr (θ0 ); vt (θ0 ); z(θ0 ); t(θ0 )] (4.55)

x(θf ) = [r(θf ); vr (θf ); vt (θf )] (4.56)

     
0.1 r 10
     
 −10  vr   10 
     
     
 1e − 5  ≤  vt  ≤  10  (4.57)
     
     
     
ln(0.1)  z   0 
     
0 t +∞
     
−10 u 10
  ≤  r ≤   (4.58)
−10 ut 10
(k−1)
0 ≤ u ≤ e−z [1 − (z − z (k−1) )] (4.59)

u2r + u2t ≤ u2 (4.60)

kx − x(k−1) k ≤ δ, k = 1 (4.61)

kx − x(k−1) k ≤ γkx(k−1) − x(k−2) k, γ ∈ (0, 1) and k > 1 (4.62)

3) Check the convergence condition

sup kx(k) − x(k−1) k ≤ ε, k > 1 (4.63)

θ0 ≤θ≤θf
 73

where ε is a prescribed tolerance value for convergence. If the condition in

Eq. (4.63) is satisfied, go to Step 4; otherwise set k = k + 1 and go to Step
2.

4) The solution of the problem is found to be x∗ = x(k) and u∗ = u(k) .

Remark 4.3 : For each k ≥ 1, a nonlinear optimal control problem is defined

by Eqs. (4.53)-(4.62). Since only linear time-varying dynamics, affine equality con-
straints, and second-order cone inequality constraints are included in each sub-problem,
it can be discretized into an SOCP problem, and solved efficiently by IPM. Similar as
Chapter 3, a trapezoidal discretization method is applied to convert each sub-problem
to a finite-dimensional parameter optimization problem in order to find the numeri-
cal solution to each continuous-time sub-problem defined by Eqs. (4.53)-(4.62). The
simulation results show a strong evidence of convergence of the SCP method.

4.5 Numerical Demonstrations

In this section, a planar interplanetary minimum-time transfer problem from Earth

to Mars is used to assess the effectiveness and performance of the proposed method.
Similar to the parameter settings in the simulations of Chapter 3, a xenon ion propul-
sion system is used for the low-thrust orbit transfer problem, and the specific impulse
is assumed to be constant over the entire thrust range. For convenience, the pa-
rameters used for simulations are provided in Table 4.1. First, the convergence and
optimality of the successive SOCP approach is verified using a half-revolution transfer
case. Then, the effectiveness and computational performance of the SCP method is
demonstrated through comparisons with GPOPS for the cases with a greater number
of revolutions.
 74

Table 4.1. Parameters for simulations.

Parameter Value
Gravitational Constant of the Sun, µ 1.3271244e20 m3 /s2
Earth-Sun Distance, RE [r(θ0 )] 1.49597870e11 m (1 AU)
Mars-Sun Distance, RM [r(θf )] 2.2793664e11 m (1.52 AU)
Initial Transfer Angle, θ0 0
Initial Radial Velocity, vr (θ0 ) 0
p
Initial Tangential Velocity, vt (θ0 ) µ/RE
Initial Mass, m(θ0 ) 1000 kg
Initial Time, t(θ0 ) 0
Terminal Radial Velocity, vr (θf ) 0
p
Terminal Tangential Velocity, vt (θf ) µ/RM
Terminal Mass, m(θf ) Free
Time of Flight, tf Free
Specific Impulse, Isp 2000 s
 75

4.5.1 Demonstration of Convergence

A low-thrust half-revolution (Nrev = 0.5) transfer with the maximum thrust mag-
nitude Tmax = 0.5 N and a specified terminal transfer angle θf = π is considered
to demonstrate the convergence of the SCP method. The methodology described in
this chapter has been implemented in ECOS. In the simulations, the trajectory is
discretized into N = 300 nodes. The trust-region size in Eq. (4.61) and the stopping
criteria in Eq. (4.63) are selected as:
 T
5e10 m 2000 m/s 2000 m/s 50 days
δ= , , , 50 kg,
R0 V0 V0 R0 /V0
 T
1000 m 1e − 3 m/s 1e − 3 m/s 1e − 5 days
ε= , , , 1e − 5 kg,
R0 V0 V0 R0 /V0
The results are obtained and shown in Figs. 4.2-4.6 and Table 4.2. Figure 4.2 shows
that the successive method converges, and the value of the objective function (time of
flight) decreases to the converged solution in 12 iterations for the specified tolerance
value. The minimum time for transfer is 230.84 days with an arrival mass of 491.72 kg.
The corresponding changes of r between consecutive iterations are shown in Fig. 4.3.
Figures 4.4, 4.5, and 4.6 present the convergence of the radial distance profiles, mass
profiles, and the thrust magnitude profiles, respectively. To make the progression of
the convergence clearer, the profiles for all iterations are depicted with colors from
“cool” (blue) to “warm” (red) in Figs. 4.4-4.6. As can be seen from the zoom-in views,
the solutions are quite close after about 4 iterations. To further demonstrate the
convergence performance of the successive procedure, more quantitative results are
reported in Table 4.2, which summarizes the difference of each state variable between
consecutive steps for all the 12 iterations. The difference of the states shown in the
table is defined as |∆y| := Max |y (k) (θi ) − y (k−1) (θi )|, i = 1, 2, ..., N , where y could be
any state variable.
 76

Figure 4.2. Convergence of the objective with Nrev = 0.5.

Figure 4.3. Convergence of ∆r between consecutive steps with Nrev = 0.5.

 77

Figure 4.4. Convergence of radial distance profile with Nrev = 0.5.

Figure 4.5. Convergence of mass profile with Nrev = 0.5.

 78

Figure 4.6. Convergence of thrust magnitude profile with Nrev = 0.5.

Table 4.2. Difference of the states between consecutive iterations with Nrev = 0.5.

Iteration |∆r| (m) |∆vr | (m/s) |∆vt | (m/s) |∆m| (kg) |∆t| (day)
1 1.0001e+10 621.5617 963.8598 23.7088 11.0594
2 2.3535e+09 558.3815 780.3895 7.4633 3.6347
3 3.9335e+08 107.4143 207.0004 1.6842 0.7203
4 1.0269e+08 24.6566 49.0732 0.3794 0.1751
5 2.2862e+07 5.4709 10.2827 0.0830 0.0375
6 4.9971e+06 1.1785 2.1326 0.0480 0.0082
7 1.0926e+06 0.2550 0.4441 0.0128 0.0018
8 2.3682e+05 0.0549 0.0933 0.0039 3.7874e-04
9 5.1221e+04 0.0118 0.0198 8.3405e-04 8.1496e-05
10 1.1051e+04 0.0025 0.0042 1.7948e-04 1.7520e-05
11 2.3797e+03 5.4567e-04 9.0593e-04 3.8584e-05 3.7642e-06
12 511.8855 1.1721e-04 1.9476e-04 8.2898e-06 8.0840e-07
 79

4.5.2 Verification of Feasibility and Optimality

Next, we will verify the feasibility and optimality of the converged solution ob-
tained in Section 4.5.1 for the proposed SCP approach. First, based on the obtained
optimal controls u∗ (θ) = [u∗r (θ); u∗t (θ); u∗ (θ)], the values of u∗2 ∗2 ∗2
r (θ) + ut (θ) − u (θ) are

calculated and shown in Fig. 4.7. We can see that the value of u∗2 ∗2 ∗2
r (θ) + ut (θ) − u (θ)

is close to zero during the entire transfer, which indicates that the relaxed control
constraint in Eq. (4.45) remains active along the optimal trajectory. As such, Propo-
sition 4.1 is numerically validated. Second, in order to demonstrate the optimality of
the obtained solution, the optimal control histories from SCP are used to propagate
the equations of motion in Eqs. (4.32)-(4.36) from the same initial condition. The
results are shown in Figs. 4.8-4.10. The red-circle profiles represent the optimal solu-
tion from SCP, and the blue solid curves are the propagated state histories. It can
be seen that the propagated states are in excellent agreement with the SCP states,
which demonstrates the optimality and accuracy of the converged solution.

Figure 4.7. Equivalence of control constraint relaxation with Nrev = 0.5.

 80

Figure 4.8. Comparisons to the propagated state profiles with Nrev = 0.5.

Figure 4.9. Comparisons to the propagated state profiles with Nrev = 0.5.
 81

Figure 4.10. Comparison to the propagated time profile with Nrev = 0.5.
 82

4.5.3 Comparison with GPOPS

In order to further demonstrate the effectiveness and accuracy of the SCP method
proposed for the time-optimal low-thrust transfer problem, the solutions are compared
to the results obtained by GPOPS-II. In the simulations, GPOPS solves the optimal
control problem defined by Problem 4.3 with the only exception that the control
constraint in Eq. (4.44) is replaced by Eq. (4.43), in order to show the accuracy of the
linearized constraint in Eq. (4.44) used for the successive convex approach.
The results obtained from both SCP and GPOPS are compared and shown in
Figs. 4.11-4.16 and Table 4.3. The red dash-dot curves are the SCP solutions and
the blue solid profiles are the results from GPOPS. Figures 4.11-4.13 show that the
histories of the non-dimensional state variables match extremely well under both
methods with the transfer angle, θ, as the independent variable. The radius vector
transitions from 1 AU to 1.52 AU very smoothly with the transfer angle increasing
to a final value of π. The mass profiles have the same trend, and both decrease to
similar final values. The radial component of velocity decreases to negative values in
the beginning, then increases to a maximum value before decreasing to achieve a zero
arrival radial velocity. The tangential component of velocity increases to 1.065 in the
beginning before decreasing to match Mars’ non-dimensional circular velocity of 0.81.
Figure 4.14 shows the control histories during the transfer. The SCP and GPOPS
controls are in excellent agreement for both the thrust magnitude and thrust direction
angle. As expected, the engines employ the maximum thrust for the minimum-time
transfer during the entire flight, and the constant thrust solution is well known for the
minimum-time problem considered in this chapter. The heliocentric transfer orbits
are shown in Figs. 4.15 and 4.16 for SCP and GPOPS, respectively. The viewpoint
is from the north pole of the solar ecliptic plane. The arrows are oriented with the
thrust direction and scaled to the magnitude of the thrust vector. The time-optimal
trajectories can be observed from these two heliocentric views. The engines operate
 83

during the entire transfer. The thrust angle switches between inward directions and
outward directions.
In addition, the optimal solutions from these two methods are reported in Ta-
ble 4.3, which indicates that the converged solution of the SCP method is very sim-
ilar to the optimal solution by GPOPS. All the terminal constraints are satisfied.
The CPU time costs under both approaches are recorded as well. In general, solving
low-thrust planar transfer problems takes considerably less computational time than
solving more complicated problems such as hypersonic trajectory optimization due
to the fewer number of states and less complicated dynamics in planar low-thrust
transfers. In the simulations, it takes GPOPS more than 1 minute to converge for
the half-revolution transfer problem with default parameter settings. In contrast,
Fig. 4.17 shows that it takes less than 0.5 seconds to solve each sub-problem and
about 5 seconds to converge for the SCP method in MATLAB on a MacBook Pro
with a 64-bit Mac OS and an Intel Core i5 2.5GHz processor. If smaller tolerances are
chosen, then more iterations and CPU time will be required; however, the proposed
SCP method still remains more computationally efficient than the NLP method used
for comparisons in this chapter. For example, if we reduce the tolerance on the radial
distance from 1000 m to 10 m, it will take about 15 iterations and 7 seconds for the
SCP method to converge on the half-revolution transfer problem. Similar phenomena
can be observed when different numbers of discretized nodes are used in the simu-
lations. For example, it takes less than 2 seconds for the SCP method to converge
under the tolerance defined in Section 4.5.1 with 100 nodes utilized. More CPU time
will be required when larger numbers of nodes are chosen; however, the SCP method
still remains faster than GPOPS when the solutions are obtained with the similar
accuracy. The following subsection will show more evidence on the benefit of the
proposed SCP method in solving multi-revolution transfers with larger numbers of
discretized nodes.
 84

Figure 4.11. Comparisons of state profiles with Nrev = 0.5.

Figure 4.12. Comparisons of state profiles with Nrev = 0.5.

 85

Figure 4.13. Comparison of time profiles with Nrev = 0.5.

Figure 4.14. Comparisons of thrust magnitude and thrust angle pro-

files with Nrev = 0.5.
 86

Figure 4.15. Minimum-time transfer by SCP with Nrev = 0.5.

Figure 4.16. Minimum-time transfer by GPOPS with Nrev = 0.5.

 87

Figure 4.17. CPU time cost by SCP with Nrev = 0.5.

Table 4.3. Comparison of solutions with Nrev = 0.5.

r(θf ) vr (θf ) vt (θf ) m(θf ) t(θf ) CPU time

Method
(m) (km/s) (km/s) (kg) (day) (s)
SCP 2.2794e11 -8.6437e-11 24.1293 491.7253 230.8407 5.38
GPOPS 2.2794e11 0 24.1293 491.8123 230.8019 69.71
 88

4.5.4 Multi-revolution Transfers

Compared to classical orbit transfers, the low-thrust trajectories not only require a
much longer TOF but also tend to perform many revolutions around the central body.
As such, we consider the cases requiring many revolutions to further demonstrate the
computational performance of the proposed SCP method by comparing against the
performance of GPOPS. To this end, low-thrust transfers with various low levels of
thrust, Tmax , and different values of the number of revolutions, Nrev , are considered.
In all of the cases, the same normalization scales and same parameter settings are
used.
Table 4.4 provides the details of the performance of both SCP and GPOPS for 5
different cases, and Figs. 4.18-4.20 depict the minimum-time transfer trajectories of
the cases with Nrev = 5, Nrev = 20, and Nrev = 50, respectively. The minimum TOF
for each thrust level is provided in Table 4.4. The solutions under these two approaches
are very close, and as expected, the TOF increases for lower thrust values and higher
number of revolutions. As can be seen, GPOPS is much more time-consuming than
the SCP method for transfers with higher number of revolutions. The reason is
that it becomes more challenging for the NLP algorithms when solving problems
with larger scales and longer durations of orbit transfers. In addition, it is known
that for problems with longer TOF and higher number of revolutions, computational
difficulty might be encountered. In the simulations, the convergence of GPOPS is
unpredictable, even when solving the same problem. In contrast, the SCP method
is generally more stable and faster than GPOPS. As the thrust magnitudes become
smaller and the number of revolutions increases, the benefit of using the proposed
method becomes noticeable. As such, the SCP method developed in this chapter has
great potential of onboard applications for low-thrust orbit transfer problems.
 89

Figure 4.18. Minimum-time transfer by SCP with Nrev = 5.

Figure 4.19. Minimum-time transfer by SCP with Nrev = 20.

 90

Figure 4.20. Minimum-time transfer by SCP with Nrev = 50.

Table 4.4. Comparison of the performance for different thrust levels

with different Nrev .

TOF TOF CPU time CPU time

Nrev Tmax
(SCP) (GPOPS) (SCP) (GPOPS)
2 0.3 N 561.5 day 561.1 day 14.3 s 125.4 s
5 0.1 N 1460.9 day 1460.7 day 28.7 s 365.7 s
10 0.02 N 4100.8 day 4100.7 day 42.8 s 874.6 s
20 0.01 N 8194.7 day 8194.6 day 79.5 s 2135.5 s
50 0.005 N 19020.4 day 19020.4 day 182.3 s 6378.6 s
 91

5. HYPERSONIC ENTRY TRAJECTORY

OPTIMIZATION

5.1 Introduction

Trajectory optimization for hypersonic entry is potentially more challenging to

solve than low-thrust orbital transfer problems due to the existence of highly nonlinear
entry dynamics, aerodynamic forces, and path constraints. In this chapter, the SCP
approach is extended to solve entry trajectory optimization problems, and the focus
of this investigation is on gliding entry trajectory optimization problems. Different
from the energy approach proposed in [62], the original entry dynamical system in
the natural state space is used in this chapter to better accommodate all the possible
path constraints and terminal conditions, and ensure the flyability of the obtained
trajectory. By introducing new variables, the control is decoupled from the states
in the new dynamical system. All common path constraints on heat rate, dynamic
pressure, and load factor are included via successive linearization along with a trust-
region constraint under the basic SCP framework.
However, the development of SCP and its applications in aerospace engineering
are still in the early stage, and many issues need to be resolved. First of all, the con-
vexification and relaxation procedures are problem-dependent, and the convergence
of the SCP algorithm largely depends on a careful SOCP formulation of the original
problem [62–64]. In the implementation of the SCP method for entry trajectory op-
timization, it is observed that the basic SCP algorithm may not converge for some
problem formulations, where either complete successive linearization of the dynam-
ics is applied or fully exact terminal constraints are enforced. The reason behind
these issues might be due to the artificial infeasibility resulting from inconsistent lin-
earization of the dynamics or highly nonconvex constraints [85,94,95]. The linearized
 92

formulation can generate an infeasible problem, even if the original nonlinear problem
is feasible. Additionally, lack of flexibility in the adjustment of trust-region radius
could also lead to the divergence of the iterative process.
Following the basic SCP method for hypersonic entry trajectory optimization
problems, two improved SCP algorithms are designed to address the above issues.
First, a backtracking line-search technique is introduced to design a line-search SCP
algorithm. In each iteration, the algorithm makes appropriate progress based on the
objective value and the constraint violation. Then, slack variables are defined to han-
dle artificial infeasibility, and a trust-region SCP algorithm is proposed. Several entry
trajectory optimization problems are considered in the simulations: the minimum-
terminal-velocity entry, the minimum-heat-load entry, and the maximum-terminal-
velocity entry. These problems are very difficult to solve due to high nonconvexity in
the dynamics and high sensitivity in various terminal constraints. However, simula-
tion results will show that the proposed SCP algorithms converge to accurate optimal
solutions through comparisons with GPOPS.
This chapter is organized as follows: In Section 5.2, the problem of entry tra-
jectory optimization is formulated. The procedure of the basic SCP is described in
Section 5.3, and preliminary simulations results are presented. By introducing the
ideas of line-search and trust-region from the NLP algorithms, two improved SCP
algorithms are developed in Section 5.4 and Section 5.5, respectively. Simulation
results of the maximum-terminal-velocity entry trajectory optimization problem are
shown in Section 5.6 to demonstrate the performance of the improved algorithms.

5.2 Problem Formulation

5.2.1 Entry Trajectory Optimization Problem

The energy-based equations of motion for entry vehicles have been applied and
improved over the years, especially for entry guidance design of the space shuttle
based on drag acceleration [37]. In this chapter, however, the original equations of
 93

motion are considered. The entry flight of an unpowered hypersonic vehicle over a
spherical, rotating Earth is depicted in Fig. 5.1 [41]. The dimensionless equations of
motion of 3-D unpowered flight for an entry vehicle over a spherical, rotating Earth
can be expressed in the wind-relative frame as follows [31].

Figure 5.1. Three-dimensional entry flight.

ṙ = V sin γ (5.1)

θ̇ = V cos γ sin ψ/(r cos φ) (5.2)

φ̇ = V cos γ cos ψ/r (5.3)

V̇ = −D − sin γ/r2 + Ω2 r cos φ(sin γ cos φ − cos γ sin φ cos ψ) (5.4)

γ̇ =L cos σ/V + (V 2 − 1/r) cos γ/(V r) + 2Ω cos φ sin ψ

(5.5)
+ Ω2 r cos φ(cos γ cos φ + sin γ sin φ cos ψ)/V

ψ̇ = L sin σ/(V cos γ)+V cos γ sin ψ tan φ/r − 2Ω(tan γ cos ψ cos φ − sin φ)
(5.6)
2
+ Ω r sin φ cos φ sin ψ/(V cos γ)
 94

where r is the radial distance from Earth’s center to the vehicle, which is normalized
by the radius of the Earth R0 = 6378 km. The variables θ and φ are longitude
√
and latitude, respectively. The Earth-relative velocity, V , is normalized by R0 g0 ,
where g0 = 9.81 m/s2 . The flight-path angle is denoted as γ, and ψ is the heading
angle of the velocity vector, measured clockwise in the local horizontal plane from the
north. The dimensionless lift and drag accelerations L and D are normalized by g0 ,
and the simplified functions are shown below. The dimensionless constant Ω is the
p
Earth self-rotation rate normalized by g0 /R0 . The differentiation of the equations
p
in Eqs. (5.1)-(5.6) is with respect to dimensionless time normalized by R0 /g0 .

L = R0 ρV 2 Aref CL /(2m)

D = R0 ρV 2 Aref CD /(2m)

where m is the dimensional mass, Aref is the dimensional reference area of the vehicle,
ρ = ρ0 e−h/hs is the dimensional atmospheric density, which is a function of altitude,
h. The aerodynamic lift and drag coefficients are denoted as CL and CD , respectively,
which are given in tabulated data as functions of Mach number and angle of attack, α.
In this chapter, the profile of α is pre-specified as a function of Mach number based on
the considerations of thermal protection system and maneuverability requirements.
Consequently, the bank angle, σ, is assumed to be the only control variable for entry
trajectory optimization.
With the entry equations of motion in Eqs. (5.1)-(5.6), a typical entry trajectory
optimization problem is considered and defined as a nonlinear optimal control problem
as follows.
 95

Problem 5.0 (Nonconvex Optimal Control Problem):

Z tf
Min J = ϕ[x(tf )] + l(x, σ) dt (5.7)
x,σ t0

Subject to: ẋ = f(x, σ) (5.8)

x(t0 ) = x0 , x(tf ) = xf (5.9)

x ∈ [xmin , xmax ] (5.10)

σmin ≤ σ ≤ σmax (5.11)

√
Q̇ = p1 (r, V ) = kQ ρV 3.15 ≤ Q̇max (5.12)

q = p2 (r, V ) = 0.5ρV 2 ≤ qmax (5.13)

√
n = p3 (r, V ) = L2 + D2 ≤ nmax (5.14)

where x = [r; θ; φ; V ; γ; ψ] is a six-dimensional state vector, x0 is the initial state, xf

is the desired terminal state, xmin and xmax are the lower and upper bounds of the
states, respectively. The minimum and maximum values of bank angle are denoted by
σmin and σmax , respectively. The variables Q̇max , qmax , and nmax are the dimensionless
maximum values of heat rate, Q̇, dynamic pressure, q, and normal load, n.
p
Instead of propagating Eq. (5.4), an algebraic equation, V = 2(1/r − e), was
used in [62] to compute velocity, V . In this chapter, however, the original equations
of motion in Eqs. (5.1)-(5.6) are used for the entry trajectory optimization problem,
and the velocity is calculated from the propagation of the original velocity differential
equation (5.4).

5.2.2 Choice of New Control

Equations (5.1)-(5.6) are highly nonlinear in both state variables and control,
σ. Similar to the low-thrust transfer problems in Chapter 3 and 4, high-frequency
jitters will emerge when applying successive linearization to the dynamics due to the
coupling of states and control in the dynamics. A similar phenomenon has also been
observed when the problem is solved by nonlinear programming solvers such as the
 96

SQP method [96]. In order to address this problem, a convex-optimization-based

method was developed in [62], where a pair of new controls was introduced as follows:

u1 = cos σ, u2 = sin σ

and the energy-based system dynamics was used in the following form:

ẋ = f(x) + B(x)u (5.15)

where x = [r; θ; φ; γ; ψ] is the state vector and u = [u1 ; u2 ] is the control vector, from
which the following constraint must be satisfied:

u21 + u22 = 1 (5.16)

Eq. (5.16) is a quadratic non-convex equality constraint and cannot be directly ad-
dressed by convex programming. It was relaxed to a second-order cone constraint
u21 + u22 ≤ 1 in [62], and a large amount of work was done to prove that the relaxed in-
equality second-order cone constraint remains active at the optimal solution. Adding
further complication, a regularization term is required for the proof.
The control matrix of energy-based dynamics used in [62] is as follows:
 
03×1 03×1
 
B(x) = L/(DV )
 2 
0 
 
0 L/(DV 2 cos γ)

Note that the control u is coupled with the states, including flight-path angle through
cos γ in the B-matrix. To decouple the control from the states, a small flight-path
angle was assumed, and the approximated velocity formula was used in [62].
Different from [62], a simpler approach is developed in this chapter to address the
coupling issue and non-convex control constraint and obtain more accurate solutions
with the same rate of convergence. To this end, the bank angle rate, σ̇, is defined as
the new control input, and an additional state equation is added to the 3-D equations
of motion,
σ̇ = u (5.17)
 97

p
where u is the scalar control normalized by g0 /R0 and must be selected from some
control domain U ∈ R which could be convex. By adding the rate dynamics (5.17)
to the original equations of motion in Eqs. (5.1)-(5.6), the augmented equations of
motion take the form
ẋ = f(x) + Bu + fΩ (x) (5.18)

where the state vector is given as x = [r; θ; φ; V ; γ; ψ; σ], and u is the new control
variable. The column vectors f(x) ∈ R7 and B ∈ R7 are shown below. Since the
effect of Earth self-rotation is very small, the Earth-rotation-dependent terms are
separated out and included in the column vector fΩ (x) ∈ R7 , which can be obtained
from Eqs. (5.1)-(5.6) and (5.17).
 
V sin γ
 
V cos γ sin ψ/(r cos φ)
 
 
 
V cos γ cos ψ/r
 
 
 
f(x) =  2 (5.19)
−D − sin γ/r
 

 
 L cos σ/V + (V 2 − 1/r) cos γ/(V r) 
 
 
 
L sin σ/(V cos γ) + V cos γ sin ψ tan φ/r
 
0
h iT
B= 0 0 0 0 0 0 1 (5.20)

The control matrix B in Eq. (5.20) is constant and independent of the states, x. The
original control, σ, is still coupled with the states, but the new control, u, is naturally
decoupled from the states in the new model, which is significant to eliminate the
high-frequency jitters due to the successive linearization of dynamics with respect to
σ and to the convergence of the sequential method developed in the following section.
As such, the non-convex control constraint encountered in [62] will be avoided. The
smoothness of bank angle, σ, can be enhanced by enforcing a constraint on the new
control, u. Furthermore, numerical simulations will show that no regularization terms
are needed to ensure the satisfaction of control constraints and the accuracy of the
 98

converged solutions. Thus, the new problem formulation applied in this chapter is
potentially more accurate for entry trajectory optimization.

5.2.3 Reformulated Optimal Control Problem

With the original equations of motion in Eq. (5.8) replaced by the augmented
dynamics in Eqs. (5.18)-(5.20), Problem 5.0 can be reformulated into a new optimal
control problem as follows. Since the bank angle, σ, is treated as a new state variable,
the new control, u, is not included in the objective functional.
Problem 5.1 (Reformulated Nonconvex Optimal Control Problem):
Z tf
Min J = ϕ[x(tf )] + l(x) dt (5.21)
x,u t0

Subject to: ẋ = f(x) + Bu + fΩ (x) (5.22)

x(t0 ) = x0 , x(tf ) = xf (5.23)

x ∈ [xmin , xmax ] (5.24)

| u |≤ umax (5.25)
√
Q̇ = p1 (r, V ) = kQ ρV 3.15 ≤ Q̇max (5.26)

q = p2 (r, V ) = 0.5ρV 2 ≤ qmax (5.27)

√
n = p3 (r, V ) = L2 + D2 ≤ nmax (5.28)

where Eq. (5.25) is the constraint on the new control and umax is the maximum bank
angle rate.
Lemma 5.1 : If there exists an optimal solution for Problem 5.1 given by [x∗ , u∗ ] =
[r∗ , θ∗ , φ∗ , V ∗ , γ ∗ , ψ ∗ , σ ∗ , u∗ ]. Then, [r∗ , θ∗ , φ∗ , V ∗ , γ ∗ , ψ ∗ , σ ∗ ] is a feasible solution of
Problem 5.0.
Proof : Problem 5.1 is obtained by introducing a new state variable and a new
control variable to the original system dynamics in Eqs. (5.1)-(5.6). The original
control constraint on σ becomes a boundary condition on the new state σ, which is
included in Eq. (5.24). An additional constraint in Eq. (5.25) is introduced as a new
control constraint on the bank angle rate. Thus, the set of feasible controls of Problem
 99

5.1 is strictly contained in the set of feasible controls of Problem 5.0. Therefore, since
Problem 5.0 is merely a relaxation of Problem 5.1, an optimal solution of Problem
5.1 satisfies all the constraints of Problem 5.0 and clearly defines a feasible solution of
Problem 5.0. However, a feasible solution of Problem 5.0 does not necessarily define
a feasible solution of Problem 5.1. In addition, the equivalence of the dynamics with
and without σ̇ = u has also been demonstrated by numerical simulations. 
Remark 5.1 : Lemma 5.1 presents a relationship between the solutions of Problem
5.0 and Problem 5.1. It implies that the non-convex constraint shown in Eq. (5.16)
in the energy approach is avoided by introducing an additional state variable in
Eq. (5.17) and adding a new control constraint in Eq. (5.25) on the bank angle rate
in Problem 5.1. Consequently, a feasible solution to Problem 5.0 can be obtained
by solving for the optimal solution of Problem 5.1 with convex control constraints as
well as decoupled control and states. However, the non-convex constraint, |σ| ≥ σmin ,
cannot be handled by the proposed method, even if it is beneficial to impose such
a constraint and gain certain amount of margin in the resulting reference trajectory.
This is a limitation of the method proposed in this chapter.

5.3 Basic SCP Algorithm

5.3.1 Convexification

Problem 5.1 is a highly nonlinear optimal control problem with nonlinear dynamics
and path constraints, which adds complexity when compared to the Mars pinpoint
landing problem, rendezvous problem, and low-thrust transfer problems. In many
cases, the objective function is nonlinear as well. Fortunately, the boundary condi-
tions in Eq. (5.23), and state constraints in Eq. (5.24) as well as the control constraint
in Eq. (5.25) are all linear, convex constraints. However, the nonlinear dynamics, non-
linear objective, and nonlinear path constraints must be converted to tractable formu-
lations for convex programming. A successive small-disturbance-based linearization
method is used to approximate Problem 5.1 by a sequence of convex optimization
 100

problems, specifically to a sequence of SOCP problems. Numerical simulations will

demonstrate that the successive linearization approximation of Problem 5.1 is very
accurate.

Successive Linear Approximations

First, a general objective is considered, and many objectives, such as minimum

heat load, fall into the integral form shown in Eq. (5.21). The integrand can be
linearized by a first-order Taylor series expansion about a given state history x∗ (t) as
shown in Eq. (5.29).
∂l(x)
l(x) ≈ l(x∗ ) + (x − x∗ ) (5.29)
∂x x=x∗

In addition, the terminal cost in Eq. (5.21) could also be non-convex. It can be
approximated by a linear approximation with respect to a reference terminal point
x∗ (tf ) shown in Eq. (5.30). As such, after discretization, the objective will be a linear
combination of the states at all nodes.

∂ϕ[x(tf )]
ϕ[x(tf )] ≈ ϕ[x∗ (tf )] + [x(tf ) − x∗ (tf )] (5.30)
∂x(tf ) x(tf )=x∗ (tf )

As mentioned before, the control, u, has been decoupled from the states, x, by intro-
ducing an additional state variable. Consequently, the nonlinear term in Eq. (5.22)
is f(x), given by Eq. (5.19), and could be linearized about the fixed state history,
x∗ (t), as well. Since the magnitudes of the terms in fΩ (x) are very small, we will
approximate fΩ (x) ≈ fΩ (x∗ ). The linearization of the dynamics is as follows.

ẋ ≈ f(x∗ ) + A(x∗ )(x − x∗ ) + Bu + fΩ (x∗ ) (5.31)

 101

where
 
0 0 0 sin γ V cos γ 0 0
 
a21 0 a23 a24 a25 a26 0
 
 
a31 0 0 a34 a35 a36 0
 
∂f(x)  
A(x∗ ) = = a41
 
0 0 a44 a45 0 0
∂x x=x∗
 
 
a51 0 0 a54 a55 0 a57 
 
 
a61 0 a63 a64 a65 a66 a67 
 
0 0 0 0 0 0 0
x=x∗

V cos γ sin ψ V cos γ sin ψ sin φ cos γ sin ψ V sin γ sin ψ

a21 = − 2
, a23 = 2
, a24 = , a25 = −
r cos φ r cos φ r cos φ r cos φ
V cos γ cos ψ V cos γ cos ψ cos γ cos ψ V sin γ cos ψ
a26 = , a31 = − 2
, a34 = , a35 = −
r cos φ r r r
V cos γ sin ψ 2 sin γ cos γ
a36 = − , a41 = −Dr + , a44 = −DV , a45 = − 2
r r3 r
cos σ V cos γ 2 cos γ cos σ L cos σ cos cos γ
a51 = Lr − 2
+ 3 , a54 = LV − + + 2 2
 V  r r V V V2 r r V
1 V L cos σ sin σ V cos γ sin ψ tan φ
a55 = − sin γ, a57 = − , a61 = Lr −
r2 V r V V cos γ r2
V cos γ sin ψ sin σ L sin σ cos γ sin ψ tan φ
a63 = 2
, a64 = LV − 2 +
r cos φ V cos γ V cos γ r
L sin σ sin γ V sin γ sin ψ tan φ V cos γ cos ψ tan φ L cos σ
a65 = 2
− , a66 = , a67 =
V cos γ r r V cos γ
2 2
∂D R ρV Aref CD R0 ∂D R0 ρV Aref CD
Dr = =− 0 = − D, DV = =
∂r 2mhs hs ∂V m
R0 R0 ρV Aref CL
Lr = − L, LV =
hs m

In addition, the nonlinear path constraints in Eqs. (5.26)-(5.28) are functions of the
states x (r and V ) and can be linearized with respect to x about a fixed state x∗ .
The linearized path constraints have the following form.

0
pi (x) ≈ pi (x∗ ) + pi (x∗ )(x − x∗ ), i = 1, 2, 3 (5.32)
 102

where
   √ 
0 ∂p1 ∂p1 3.15 ρ 3.15 2.15 √
p p
p1 (x∗ ) = , = − 0.5R0 kQ (V R0 g0 ) , 3.15kQ ( R0 g0 ) V ρ
∂r ∂V hs x∗
   
0 ∂p2 ∂p2 p R0 ρ p
p2 (x∗ ) = , = − 0.5(V R0 g0 )2 , ( R0 g0 )2 ρV
∂r ∂V hs x∗
2
   
∂p3 ∂p3 ρV 2 ρV
q q
0 2 2 2 2
p3 (x∗ ) = , = − 0.5R0 Aref CL + CD , R0 Aref CL + CD
∂r ∂V mhs m x∗

With the approximation of the nonlinear dynamics in Eq. (5.22) by Eq. (5.31), the
nonlinear objective functional in Eq. (5.21) by Eqs. (5.29) and (5.30), and the nonlin-
ear path constraints in Eqs. (5.26)-(5.28) by Eq. (5.32), Problem 5.1 can be converted
into Problem 5.2, which is a continuous-time optimal control problem with a convex
objective as well as convex state and control constraints.
Problem 5.2 (Convex Optimal Control Problem):
Z tf
0 0
Min J = {ϕ[x∗ (tf )] + ϕ [x∗ (tf )][x(tf ) − x∗ (tf )]} + [l(x∗ ) + l (x∗ )(x − x∗ )] dt
x,u t0

(5.33)

Subject to: ẋ = f(x∗ ) + A(x∗ )(x − x∗ ) + Bu + fΩ (x∗ ) (5.34)

x(t0 ) = x0 , x(tf ) = xf (5.35)

x ∈ [xmin , xmax ] (5.36)

| u |≤ umax (5.37)
0
pi (x∗ ) + pi (x∗ )(x − x∗ ) ≤ pi,max , i = 1, 2, 3 (5.38)

kx − x∗ k ≤ δ (5.39)

Similar to the low-thrust transfer problems, a trust-region constraint is enforced in

Eq. (5.39). The variable δ defines the radius of the trust region, which is very impor-
tant to improve the convergence of successive linear approximations in Eqs. (5.33),
(5.34), and (5.38).
 103

Existence of an Optimal Solution

After discretization, Problem 5.2 can be converted into an SOCP problem for a
given x∗ , and Problem 5.1 will be solved as a sequence of such SOCP problems in
Section 5.3.2. Therefore, an important theoretical issue is the existence of an optimal
solution to Problem 5.2.
Assumption 5.1 : Let Γ represent the set of all feasible state trajectories and
control signals for Problem 5.2, i.e., x(•), u(•) ∈ Γ, which implies that for t ∈ [t0 , tf ],
x(t) and u(t) define a feasible state trajectory and control signal for Problem 5.2. For
this problem, we assume that Γ is nonempty.
Theorem 5.1 : Consider the following general optimal control problem [97]
Z tf
Min J(x(•), u(•)) = ϕ[x(tf )] + l(x, u) dt
x,u t0

Subject to: ẋ(t) = f(x, u)

x(t0 ) ∈ X0 , x(tf ) ∈ Xf

x(t) ∈ X, u(t) ∈ U, ∀t ∈ [t0 , tf ]

Suppose that

1) There exists a compact set K such that for all feasible trajectories x(•), we have
[t, x(t)] ∈ K for all t ∈ [t0 , tf ].

2) The set of all feasible [x(t0 ), tf , x(tf )] ∈ M is closed, such that x(t0 ) ∈ X0 and
x(tf ) ∈ Xf .

3) The control set U is compact.

4) Both g and f are continuous functions on X × U .

5) For each [t, x(t)] ∈ K, the set Q+ (t, x) defined below is convex.

Q+ (t, x) = {(z1 , z2 ) : z1 ≥ l(x, u), z2 = f(x, u), u ∈ U }

 104

Then there exists a solution pair [x∗ , u∗ ] in Γ such that

J(x∗ , u∗ ) ≤ J(x(•), u(•)), ∀[x(•), u(•)] ∈ Γ

Additional descriptions of the above existence theorem and its proof can be found
in [97]. This theorem was also used in [54] to prove the existence of an optimal
solution for the relaxed optimal control problem associated with Mars powered descent
guidance. For entry problems, however, all the conditions need to be verified based
on the new problem formulation shown in Problem 5.2 with decoupled control and
linear approximations.
Proposition 5.1 : Under Assumption 5.1, i.e., if the set of all feasible states and
controls for Problem 5.2 is nonempty, then there exists an optimal solution to Problem
5.2.
Proof : The existence of the optimal solution will be proved by showing that all
conditions in Theorem 5.1 can be satisfied by Problem 5.2.

1) For Problem 5.2, the time of entry flight, tf , considered in this chapter is fixed,
and both the position vector [r; θ; φ] and velocity vector [V ; γ; ψ] are constrained
in compact sets as shown in Eq. (5.36). There are also lower and upper bounds on
the new state σ. Thus, we have [t, x(t)] ∈ K with t ∈ [t0 , tf ] for all feasible state
trajectories and Condition 1 is satisfied.

2) The satisfaction of Condition 2 can be guaranteed as well since both the initial con-
dition, x(t0 ) ∈ X0 , and terminal condition, x(tf ) ∈ Xf , are specified. Therefore,
[x(t0 ), tf , x(tf )] ∈ M is closed and bounded.

3) The control set U defined by Eq. (5.37) is also compact, which leads to the third
condition.

4) Condition 4 is obviously satisfied since both g and f are continuous functions on

X × U regardless if they are linearized or not.
 105

5) The set Q+ (t, x) in Condition 5 for Problem 5.2 is as follows.

0 0
Q+ (t, x) = {(z1 , z2 ) :z1 ≥ l (x∗ )x + l(x∗ ) − l (x∗ )x∗ ,

z2 = A(x∗ )x + Bu + f(x∗ ) − A(x∗ )x∗ + fΩ (x∗ ),

z1 ∈ R, z2 ∈ R7 , | u |≤ umax }

Assume that A(x∗ ) is invertible almost everywhere for t ∈ [t0 , tf ], thus (z1 , z2 ) ∈
Q+ (t, x) if and only if the following conditions are satisfied.

0 0
z1 ≥ l (x∗ )A−1 (x∗ )[z2 − Bu − f(x∗ ) + A(x∗ )x∗ − fΩ (x∗ )] + l(x∗ ) − l (x∗ )x∗

z2 = A(x∗ )x + Bu + f(x∗ ) − A(x∗ )x∗ + fΩ (x∗ )

kB T [z2 − A(x∗ )x − f(x∗ ) + A(x∗ )x∗ − fΩ (x∗ )]k ≤ umax

Since the above equality is linear and the inequalities are either linear or second-
order cone equations, the set Q+ (t, x) for Problem 5.2 is convex, and Condition 5
is satisfied.

According to Theorem 5.1, we can draw the conclusion that Problem 5.2 has an
optimal solution when its feasible set is nonempty. 

5.3.2 Basic SCP Algorithm

The only difference between Problem 5.1 and Problem 5.2 is the approximations of
the objective functional (5.21) by Eq. (5.33), dynamics (5.22) by Eq. (5.34), and path
constraints (5.26)-(5.28) by Eq. (5.38), so the solution to Problem 5.2 is potentially
a good approximation to the corresponding solution to Problem 5.1 if the reference
trajectory, x∗ (t), for linearization is close enough to the real trajectory, x(t). In this
section, we attempt to find the solution to Problem 5.1 by solving a sequence of
convex optimal control problems defined by Problem 5.2.
 106

Solution Procedure

Similar to the SCP method developed in Chapters 3 and 4, a successive SOCP

method is devised in this section to approximate and solve Problem 5.1. In this
approach, a sequence of convex optimal control sub-problems are formed using the
state from the previous iteration. The process is described in the following algorithm:
Algorithm 5.1 (Basic SCP):

1. Set k = 0. Initialize the states r(t0 ) = r0 , θ(t0 ) = θ0 , φ(t0 ) = φ0 , V (t0 ) = V0 ,

γ(t0 ) = γ0 , ψ(t0 ) = ψ0 , and σ(t0 ) = σ0 . Propagate the equations of motion
(5.18)-(5.20) with these initial conditions and a specific constant control to
provide an initial trajectory x0 for the solution procedure.

2. For k ≥ 1, solve the following optimal control problem to find the solution pair
zk = {xk , uk }. Given the state equations:

ẋ = A(xk−1 )x + Bu + f(xk−1 ) − A(xk−1 )xk−1 + fΩ (xk−1 ) (5.40)

Minimize the objective functional:

0
Min J ={ϕ[xk−1 (tf )] + ϕ [xk−1 (tf )][x(tf ) − xk−1 (tf )]}
x,u
Z tf (5.41)
0 0
+ [l (xk−1 )x + l(xk−1 ) − l (xk−1 )xk−1 ] dt
t0

Subject to:

x(t0 ) = x0 , x(tf ) = xf (5.42)

x ∈ [xmin , xmax ] (5.43)

| u |≤ umax (5.44)
0
pi (xk−1 ) + pi (xk−1 )(x − xk−1 ) ≤ pi,max , i = 1, 2, 3 (5.45)

kx − xk−1 k ≤ δ (5.46)

3. Check the convergence condition

sup kxk − xk−1 k ≤ ε, k > 1 (5.47)

t0 ≤t≤tf
 107

where ε is a prescribed tolerance value for convergence. If the above condition

is satisfied, go to Step 4; otherwise set k = k + 1 and go to Step 2.

4. The solution of the problem is found to be z∗ = {x∗ , u∗ } = {xk , uk }.

Remark 5.2 : For each k ≥ 1, a nonlinear optimal control problem is defined

by Eqs. (5.40)-(5.46). Since only linear, time-varying dynamics, affine equality con-
straints, and second-order cone inequality constraints are included in these sub-
problems, they can be discretized into SOCP problems and solved efficiently by
convex solvers as described in the next subsection. The conventional linearization
techniques are used to approximate Problem 5.1 based on small perturbations. A
trust-region constraint is introduced in Eq. (5.46) to improve the convergence of the
solution procedure.

Discretization

The sub-problems defined by Eqs. (5.40)-(5.46) are still infinite-dimensional op-

timal control problems. To find their numerical solutions, a trapezoidal discretiza-
tion is applied to convert the infinite-dimensional optimization problems to finite-
dimensional ones [59]. To do this, the time domain is discretized into N − 1 equal
time intervals, and the constraints are imposed at N nodes. The step size is ∆t =
(tf − t0 )/(N − 1), and the discretized nodes are denoted by {t1 , t2 , ..., tN −1 , tN }
with t1 = t0 , tN = tf , and ti+1 = ti + ∆t, i = 1, 2, ..., N − 1. The correspond-
ing state and control are discretized into the sequences {x1 , x2 , ..., xN −1 , xN } and
{u1 , u2 , ..., uN −1 , uN }. Then, the dynamics can be integrated numerically as follows.
 
∆t k−1 k−1 k−1 k−1 k−1
xi+1 = xi + Ai xi + Bui + fi − Ai xi + fΩ,i
2
  (5.48)
k−1 k−1 k−1 k−1 k−1
+ Ai+1 xi+1 + Bui+1 + fi+1 − Ai+1 xi+1 + fΩ,i+1
 108

where xki = xk (ti ), Aki = A(xki ), B is constant, fki = f(xki ), and fkΩ,i = fΩ (xki ). After
rearrangement, Eq. (5.48) can be written as
   
∆t k−1 ∆t k−1 ∆t ∆t
I− Ai+1 xi+1 − I + Ai xi − Bui+1 − Bui
2 2 2 2
  (5.49)
∆t k−1 k−1 k−1 k−1 k−1 k−1 k−1 k−1
= fi − Ai xi + fΩ,i + fi+1 − Ai+1 xi+1 + fΩ,i+1
2

If we choose x1 , x2 , ..., xN −1 , xN } and {u1 , u2 , ..., uN −1 , uN } as the design variables,

then the augmented optimization vector will be y = (x1 , x2 , ..., xN , u1 , u2 , ..., uN )
and the state equation (5.40) is converted into linear equality constraints on y de-
fined by Eq. (5.49). Note that the linearized objective functional in Eq. (5.41) can
be discretized into a linear function of y as well. All the constraints defined in
Eqs. (5.42)-(5.46) will be enforced at each node and become linear equality constraints
and second-order cone inequality constraints. After discretization, each optimal con-
trol sub-problem defined in Eqs. (5.40)-(5.46) is converted into a large-scale nonlinear
programming problem as follows.
Problem 5.3 (SOCP):

Min cT y (5.50)
y

Subject to: kMi y + pi k ≤ qTi y + ri , i = 1, 2, ..., Nd (5.51)

where Eq. (5.51) is a general description of the discretized constraints. The parameters
c ∈ Rny , Mi ∈ Rni ×ny , pi ∈ Rni , qi ∈ Rny , and ri ∈ R are calculated based on the
solution xk−1 from the previous iteration before solving yk = {xk , uk } in the current
iteration. The variable ny denotes the dimension of the optimization vector y after
discretization and Nd is the total number of the constraints in the discretized Problem
5.3. Note that the linear inequality constraints are included in Eq. (5.51) since each
linear constraint is a special case of the second-order cone constraint. Additionally,
linear equality constraints can be expressed by two linear inequality constraints, which
are also included in Eq. (5.51). Thus, the discretized problem is a nonlinear, but
SOCP, problem, and the discretization is accurate for a sufficiently large N .
 109

Assumption 5.2 : We assume that the existence of the optimal solution to Problem
5.2 and each sub-problem (which has been proved in the previous section) is guaran-
teed after the discretization process. Finally, we can solve a sequence of Problem 5.3
to obtain an approximate numerical solution to Problem 5.1.

5.3.3 Convergence Analysis

Since the existence of the optimal solution to each of the sub-problems has been
demonstrated in the proceeding section by Proposition 5.1, then based on Assump-
tion 5.2, our attention turns to the convergence of the sequential solution procedure of
Problem 5.3 and the equivalence of the converged solution to the solution to Problem
5.1. A complete proof of the convergence of the sequential method for entry trajec-
tory optimization problems is still unreachable. However, some characteristics of the
problem can be used to provide confidence of convergence in the context of preceding
research in sequential methods [98–100].

Sequential Linear-Quadratic Approximations

A close resemblance to the method discussed in this dissertation can be found

in [99], in which the convergence of successive approximations has been proved for
nonlinear optimal control problems with “pseudo-linear” systems and a standard
quadratic cost functional. The nonlinear dynamics considered take the following
form.
ẋ = A(x)x + B(x)u, x(t0 ) = x0

together with a standard quadratic cost functional

1 tf T
Z
1 T
J = x (tf )F x(tf ) + [x Q(x)x + uT R(x)u] dt
2 2 t0
where F ≥ 0, Q(x) ≥ 0, and R(x) > 0 for all x. The solution to this problem
can be found by solving a sequence of time-varying linear-quadratic approximations.
 110

Since each sub-problem has a quadratic performance index and linear, time-varying
dynamics, the optimal control can be solved explicitly. Assume that A(x) and B(x)
satisfy the following conditions.

kI−hA(x)k−1
1) µ(A(x)) = limh→0+ h
≤ µ0 ∀x ∈ Rn ,

2) kA(x1 ) − A(x2 )k ≤ c1 kx1 − x2 k ∀x1 , x2 ∈ Rn ,

3) kB(x1 ) − B(x2 )k ≤ c2 kx1 − x2 k ∀x1 , x2 ∈ Rn ,

4) kB(x)k ≤ b0 ∀x ∈ Rn .

where µ0 , c1 , c2 , and b0 are some constants. The logarithmic norm of the matrix is
denoted by µ. Under the above boundary conditions and local Lipschitz continuity
conditions, the convergence of the sequential approximation method for the previous
linear-quadratic problem can be proved [99].
In the entry trajectory optimization problem, matrix B in Eq. (5.20) is constant,
thus B is Lipschitz continuous and Conditions 3 and 4 are met. However, the objec-
tive functional in Eq. (5.21) is not generally in standard quadratic form, and the entry
dynamics in Eq. (5.22) do not naturally fall into the “pseudo-linear” form. Addition-
ally, there are various constraints in Eqs. (5.23)-(5.28) for the problem considered in
this chapter. As such, a complete theoretical proof of the successive convex method
in this chapter is much more difficult than for the linear-quadratic problem. Even if
the convexified system in Eq. (5.34) is considered, the properties of matrix A(x∗ ) and
its satisfaction of Conditions 1 and 2 cannot be determined explicitly. However, some
similar characteristics can be identified.
Consider the system in Eq. (5.22) subject to the constraint in Eq. (5.25). For a
given control u, there exist appropriate constants rmin , θmin , φmin , Vmin , γmin , ψmin ,
 111

σmin , rmax , θmax , φmax , Vmax , γmax , ψmax , σmax such that for any fixed tf , the following
conditions are satisfied for any admissible control.

rmin ≤ kr(t)k ≤ rmax , θmin ≤ kθ(t)k ≤ θmax , φmin ≤ kφ(t)k ≤ φmax

Vmin ≤ kV (t)k ≤ Vmax , γmin ≤ kγ(t)k ≤ γmax , ψmin ≤ kψ(t)k ≤ ψmax

σmin ≤ kσ(t)k ≤ σmax , ∀t ∈ [t0 , tf ]

The above conditions are equivalent to the state constraints defined in Eq. (5.24),
based on which all the differential equations in Eq. (5.22) have maximum and mini-
mum values on a compact set. Thus, the linearized system matrix A(x∗ ) is expected
to be bounded and satisfy Condition 1. In addition, A(x∗ ) is continuously differen-
tiable on a closed interval, so the Lipschitz continuous Condition 2 is expected to be
satisfied as well.
Remark 5.3 : Because of the complex structure of A(x∗ ) shown in Eq. (5.31), ex-
plicit expressions for the logarithmic norm of A(x∗ ) and the left hand side of the
Lipschitz continuity Condition 2 are hard to derive; however, the satisfaction of Con-
ditions 1 and 2 by the system matrices A(xk−1 ) of the sequential SOCP sub-problems
could be verified numerically for the entry trajectory optimization problems consid-
ered in this chapter.

Sequential SOCP Approximations

Another sequential convergence study can be found in [61]. Nonlinear optimal

control problems considered there have concave state inequality constraints and non-
linear terminal equality constraints as shown below.
 112

Problem 5.4 :
Z tf
Min J = ϕ[x(tf )] + l(x, u, t) dt (5.52)
x,u t0

Subject to: ẋ = A(t)x + B(t)u (5.53)

x(t0 ) = x0 , x(tf ) = xf (5.54)

kMi y + pi k ≤ qTi y + ri , i = 1, 2, ..., l (5.55)

sj (x, t) ≤ 0, j = 1, 2, ..., m (5.56)

where a linear, time-varying dynamic system is defined. Matrices A(t) and B(t)
are continuous, and y = (x; u) is an augmented vector used to define all linear and
second-order cone constraints shown in Eq. (5.55). The integrand l(x, u, t) in the
performance index is assumed to be second-order cone representable, which can always
be discretized into a linear cost function with second-order cone constraints. The only
non-convex part of Problem 5.4 is the inequality constraints in Eq. (5.56), which are
assumed to be concave. When the concave constraints are linearized about a reference
point, Problem 5.4 can be discretized into the form of Problem 5.3. The solution of
Problem 5.4 can be obtained by solving a sequence of Problem 5.3 [61].
Let y(k) be a sequence of solutions obtained by solving Problem 5.3 successively.
Assume that the quadratic-cone constraints in each Problem 5.3 are strictly feasible
and there exists a unique solution for each Problem 5.3. Under these assumptions,
the convergence of the sequential SOCP method is proved in [61]. The converged
solution y∗ satisfies the KKT condition for Problem 5.4 and y∗ is at least a local
minimum of Problem 5.4. More information about this sequential method and proofs
can be found in [61].
The entry trajectory optimization problem considered in this chapter is much
more complicated than Problem 5.4, and addressing the convergence and optimality
of the solutions are quite challenging, but we have the following assurance about the
feasibility of the solutions.
 113

Proposition 5.2 : If a feasible state trajectory x of Problem 5.2 satisfies the con-
straints in Eq. (5.38), then it also satisfies the original path constraints in Eqs. (5.26)-
(5.28) based on the linearization defined by Eq. (5.32).
Proof : Let x be any feasible state of Problem 5.2, i.e.,

0
pi (x∗ ) + pi (x∗ )(x − x∗ ) ≤ pi,max , i = 1, 2, 3 (5.57)

0
where the Jacobian pi can be found in Eq. (5.32).
Now, we can further represent pi (x) using the second-order Taylor series expan-
sion.

0 1
pi (x) = pi (x∗ ) + pi (x∗ )(x − x∗ ) + (x − x∗ )T ∇2 pi (x∗ )(x − x∗ ) (5.58)
2

where ∇2 pi is the Hessian of pi .

By substituting Eq. (5.57) into Eq. (5.58), we have

1
pi (x) ≤ pi,max + (x − x∗ )T ∇2 pi (x∗ )(x − x∗ ) (5.59)
2

The Hessian ∇2 pi can be obtained by taking the second derivatives of Eqs. (5.26)-
(5.28) and are shown as follows:
   
∂ 2 p1 ∂ 2 p1 0.25R02 V 2
∂r2 ∂r∂V
p √ h2s
− 1.575R
hs
0V

∇2 p1 (x) =   = kQ ( R0 g0 )3.15
ρV 1.15  
∂ 2 p1 2
∂ p1
∂V ∂r ∂V 2
− 1.575R
hs
0V
6.7725
 
 2 2 
∂ 2 p2 ∂ 2 p2 R0 V R0 V
∂r2
− hs
 = ρ( R0 g0 )2  2h2s
p ∂r∂V
∇2 p2 (x) =  2 2

∂ p2 ∂ p2 R0 V
∂V ∂r ∂V 2
− hs 1
   2 2 
∂ 2 p3 ∂ 2 p3 R0 V R0 V
2 R0 Aρ
q
2  2h2s
−
∇2 p3 (x) =  ∂r ∂r∂V 
= CL2 + CD hs 
∂ 2 p3 ∂ 2 p3
2
m − R0 V 1
∂V ∂r ∂V hs
2 2 2
It can be shown that ∇ p1 (x), ∇ p2 (x), and ∇ p3 (x) for heat rate, dynamic pres-
sure, and normal load are all symmetric and negative definite for all (r, V ). Thus,
the following inequalities hold from Eq. (5.59), which are exactly the constraints in
Eqs. (5.26)-(5.28).
pi (x) ≤ pi,max , i = 1, 2, 3
 114

Therefore, we have the assurance that the original path constraints are all satisfied
by the feasible state trajectory x of Problem 5.2. 
Based on the above analysis, the following remarks can be made.

a) Without the concavity of the second-order Taylor series expansion of pi (x), there
is no guarantee that any feasible state trajectory x satisfying the linearized path
constraints in Eq. (5.38) will also satisfy the original path constraints in Eqs. (5.26)-
(5.28). Thus, the feasibility to the original path constraints in Problem 5.1 can be
guaranteed by the feasible solutions of the successive sub-problems.

b) Although the existence of the optimal solution for each approximated problem
can be proved for the specific entry applications and the feasibility of the path
constraints can be preserved by the sequential solutions, a complete theoretical
proof of the convergence of the SCP method for generic entry flight is much more
difficult than the problems considered in the literature because of the following
reasons. First, the objective functional in Eq. (5.21) is not in quadratic or general
convex form for most cases. As such, it cannot be directly discretized into a
linear function. Second, strong nonlinear terms, such as aerodynamic forces and
an exponential atmospheric model, are naturally included in the entry dynamics
in Eq. (5.22). All of these reasons make a general proof of the existence of the
solution to Problem 5.0 or Problem 5.1 rather elusive, let alone the convergence
and equivalence of the SCP method.

5.3.4 Numerical Simulations

In order to demonstrate the effectiveness and performance of Algorithm 5.1 pro-

posed in the preceding subsections, numerical examples are provided by using a
vertical-takeoff, horizontal-landing reusable launch vehicle as the model [101]. For
entry flight, the mass of the vehicle is set to be m = 104, 305 kg and the refer-
ence area Aref = 391.22 m2 . The 1976 U.S. Standard Atmosphere is used in the
simulations. For the conceptual entry trajectory optimization in this dissertation,
 115

the aerodynamic coefficients are approximated by fitting the data in the hypersonic
regime with [27]

CL = −0.041065 + 0.016292α + 0.0002602α2 (5.60)

CD = 0.080505 − 0.03026CL + 0.86495CL2 (5.61)

where α is in degrees and is scheduled with respect to velocity as shown below.


40, if V > 4570 m/s

α= (5.62)
40 − 0.20705(V − 4570)2 /3402 , otherwise


A nominal profile of angle of attack and profiles of aerodynamic coefficients are

shown in Fig. 5.2. For simplicity, we only consider fixed-flight-time entry trajectory
optimization problems; however, the approach developed in this chapter is also ap-
plicable for free-flight-time entry problems by normalizing the time to τ such that
τ ∈ [0, 1]. When the time is normalized in this manner, we must multiply the dy-
namics by the tf parameter. Then, it can be solved as a fixed-flight-time problem,
in which the parameter tf is also optimized. However, the converted fixed-flight-time
problem would be more difficult to solve than the problem considered in this chapter
because the dynamics would be more nonlinear.
In the simulations, we choose tf = 1600 s. The simulation parameters are shown
in Table 5.1. Based on the data, this entry mission has an initial downrange of 7792
km and right cross-range of 1336 km from an altitude of 100 km and velocity of 7450
m/s at entry interface. The desired terminal altitude is 25 km, the terminal flight-
path angle must be -10 deg, and the terminal heading angle must be 90 deg, pointing
to the east. The limit on the magnitude of bank angle rate is 10 deg/s. The upper
and lower bounds of bank angle and the values of limits on the path constraints are
also given in Table 5.1.
For the two examples considered in this section, the trust-region size in Eq. (5.46)
and the stopping criteria in Eq. (5.47) are selected as
 T
10000 20π 20π 500 20π 20π 20π
δ= , , , , , ,
R0 180 180 V0 180 180 180
 116

Figure 5.2. Nominal angle of attack and aerodynamic coefficients.

Table 5.1. Parameters for entry flight

Parameter Value Parameter Value

h0 100 km φf 70 deg
θ0 0 deg γf -10 deg
φ0 0 deg ψf 90 deg
V0 7450 m/s umax 10 deg/s
γ0 -0.5 deg σmin -80 deg
ψ0 0 deg σmax 80 deg
σ0 0 deg Q̇max 1500 kW/m2
hf 25 km qmax 18000 N/m2
θf 12 deg nmax 2.5 g
 117

 T
100 0.05π 0.05π 1 0.05π 0.05π 1π
ε= , , , , , ,
R0 180 180 V0 180 180 180
To verify the performance of the SCP method developed in this section, numerical
results are compared to the solutions obtained by GPOPS. In the simulations, GPOPS
solves exactly the same entry trajectory optimization problems in Problem 5.1 with
Eq. (5.22) as the system dynamics and the bank angle rate as the control.

Example 1: Minimum Terminal Velocity Entry

With the given initial and terminal conditions, the minimum terminal velocity
entry is firstly considered with specific terminal constraints and path constraints.
The objective function is shown in Eq. (5.63), which is a linear function of V . Thus,
no linearization is needed to convexify the objective function.

J = V (tf ) (5.63)

Figure 5.3 shows that the value of the objective function decreases to the converged
solution and the sequential method converges in 17 steps without any initial guess
for each sub-problem. If looser tolerance is used, fewer steps will be needed for
convergence. In each step, ECOS solves a convex problem in about 0.35 second CPU
time. To make the progression of the convergence clearer, the trajectories for all
iterations are shown with colors from “cool” (blue) to “warm” (red) in Fig. 5.4. As
can be seen from the zoom-in views, the trajectories are quite close after 10 steps.
To further demonstrate the convergence performance of the solution procedure, more
quantitative results are reported in Table 5.2, which presents the difference of each
state variable between consecutive iterations. The difference of the states shown in
the table is defined as |∆z| := Max |z (k) (ti ) − z (k−1) (ti )|, i = 1, 2, ..., N , where z could
be each state variable.
The trajectory profiles from the SCP method and GPOPS are shown in Figs. 5.5-
5.8, and the optimal solutions and CPU time consumption are summarized in Ta-
ble 5.3. As can be seen from Fig. 5.5, both the profiles of the bank angle and bank
 118

angle rate have the same trend. The typical high-frequency jitters are not present in
the bank angle profiles under both SCP and GPOPS due to the decoupling of the
control from the states in the new problem formulation developed in this chapter.
The profiles are very smooth since a constraint is enforced on the new control, which
sets the limit on the bank angle rate. Another noteworthy thing about the bank
angle profiles is a change of the sign of bank angle between 1330 s and 1400 s, which
is called bank reversal for entry guidance. The bank reversals presented in Fig. 5.5
are much smoother than the instant reversals observed in traditional entry trajectory
optimization. To make these changes, obvious oscillations are observed in the bank
angle rate profiles in the later part of flight. Figures 5.6 and 5.7 present the histories
of the other state variables, and the solutions of SCP and GPOPS are very similar.
All the terminal constraints and path constraints are satisfied under these two ap-
proaches. In addition, Fig. 5.8 indicates that the heat rate reaches its highest value
at about 230 s, the dynamic pressure constraint is active at about 1520 s, and the
maximum value of g-loading happens at about 1515 s. The small differences in the
optimal solutions could be caused by several potential reasons such as the lineariza-
tion and approximation of dynamics, different discretization strategies used by the
two approaches, etc. Generally speaking, the NLP solver GPOPS is much slower than
the SCP method for entry problems, good initial guesses are required for GPOPS to
converge, and the time cost of GPOPS is unpredictable.
 119

Figure 5.3. Value of the objective function at each step for Example 1 using SCP.

Figure 5.4. Convergence of the trajectories for Example 1 using SCP.

 120

Figure 5.5. Comparison of bank angle and bank angle rate profiles for Example 1.

Figure 5.6. Comparison of trajectories for Example 1.

 121

Figure 5.7. Comparison of flight-path angle and heading angle profiles

for Example 1.

Figure 5.8. Comparison of path constraints for Example 1.

 122

Table 5.2. Difference of the states between consecutive iterations for Example 1

|∆r| |∆θ| |∆φ| |∆V | |∆γ| |∆ψ| |∆σ|

Iteration
(km) (deg) (deg) (m/s) (deg) (deg) (deg)
1 4.2219 2.7591 0.3651 89.1868 8.6809 12.0018 19.9999
2 4.0227 1.9495 0.3696 190.3813 5.1802 11.7014 19.9992
3 5.3001 1.6708 0.3035 110.9115 4.6261 9.1813 19.9977
4 4.0136 0.9492 0.2606 66.6928 4.0521 7.3689 19.9937
5 3.8226 0.7047 0.1821 156.2186 3.2078 5.0572 19.8149
6 2.9610 0.6749 0.1202 28.5263 2.4287 2.4244 17.9734
7 2.6880 0.4954 0.0783 25.0989 1.7382 1.6570 15.0628
8 1.3337 0.4631 0.0698 14.5745 1.3135 1.3620 13.1139
9 0.6669 0.3729 0.0495 9.7738 0.9986 1.2908 11.7351
10 0.3370 0.2981 0.0420 4.5417 0.7009 1.2006 9.2602
11 0.3033 0.1037 0.0231 2.9160 0.3975 1.1652 8.1199
12 0.2463 0.0695 0.0076 2.2816 0.1959 0.8639 6.6593
13 0.1746 0.0277 0.0052 1.9628 0.0691 0.4125 5.2126
14 0.1218 0.0040 0.0039 1.5663 0.0305 0.1846 4.1054
15 0.0896 0.0028 0.0016 0.9092 0.0083 0.0589 2.9869
16 0.0611 0.0020 0.0010 0.3940 0.0053 0.0124 1.6177
17 0.0332 0.0011 0.0006 0.3143 0.0044 0.0037 0.7794

Table 5.3. Comparison of solutions for Example 1

Method Terminal velocity (m/s) CPU time (s)

SCP 617.22 6.74
GPOPS 628.54 68.35
 123

Example 2: Minimum Heat Load Entry

In order to further investigate the efficiency of the proposed method, the minimum
heat load entry is considered as the second example. It is more complicated than the
minimum terminal velocity entry, since the objective becomes a highly nonlinear
integral function shown in Eq. (5.64). All the constraints and parameters are the
same as Example 1.
Z tf Z tf Z tf
0
J= Q̇dt = p1 (r, V )dt ≈ {p1 (r∗ , V∗ ) + p1 (r∗ , V∗ )[(r − r∗ ; V − V∗ )]} dt
t0 t0 t0
(5.64)
The convergence of the value of the objective functional is shown in Fig. 5.9.
For the minimum heat load entry flight, the SCP method converges in 17 steps.
In each step, it takes ECOS about 0.5 seconds CPU time to solve a sub-problem.
The trajectories for all iterations and the zoom-in views are depicted in Fig. 5.10, in
which the coloring goes from blue to red as well so that the progression of solutions
can be visualized. We can see that the trajectories are very close after 9 steps.
Table 5.4 shows the difference of state variables between consecutive iterations. One
may notice from Fig. 5.9 (and Fig. 5.3 for Example 1) that the converged solution is
not the minimum value on this plot. For example, iteration 7 has a lower heat load
than the converged point. The reason is that the solution to each sub-problem in the
intermediate iterations is not necessarily an accurate solution of the original problem.
In this dissertation, instead of solving a single convex problem, we try to find an
approximate solution to the original problem by solving a sequence of convex sub-
problems, until the convergence criterion in Eq. (5.47) is satisfied, i.e., the difference
of the solutions between two consecutive steps becomes very small.
Figures 5.11-5.14 compare the results obtained by SCP and GPOPS. In order to
reduce the severe oscillations observed in the bank angle rate profile in Example 2,
an additional constraint is imposed on the bank angle acceleration. The limit on the
magnitude of the bank angle acceleration is 10 deg/s2 . The bank angle and bank
angle rate profiles of SCP in Fig. 5.11 have the similar trend as those of GPOPS. In
 124

this example, both the profiles of bank angle and bank angle rate are very smooth.
No obvious bank reversals are observed in these bank angle profiles for the minimum
heat load entry case. The profiles for each state are quite similar under these two
approaches. The terminal constraints, including the hard constraints on the terminal
longitude and latitude, are all satisfied under SCP and GPOPS. Figure 5.14 confirms
that the heat rate constraint becomes active twice between finite intervals [225 s, 250
s] and [586 s, 600 s], respectively, along the minimum heat load trajectories. As such,
the vehicle is commanded to decrease the heat load under the downrange requirement
and path constraints. In addition, small differences in heat load are reported in
Table 5.5, which further demonstrates the accuracy of the SCP method. For the SCP
method, the heat load of the converged trajectory is about 1306 kWh/m2 with a total
reduction of about 101 kWh/m2 . It is indicated from Table 5.5 that the optimal value
of the heat load by GPOPS is about 1311.17 kWh/m2 with a difference of about 4.92
kWh/m2 from the converged solution of SCP. The difference is less than 5% of the
total reduction by SCP. If a customized convex optimization algorithm were applied,
the computational speed of each sub-problem would be further improved. However,
GPOPS takes much longer time to converge and its time cost is unpredictable.
 125

Figure 5.9. Value of the objective functional at each step for Example 2 using SCP.

Figure 5.10. Convergence of the trajectories for Example 2 using SCP.

 126

Figure 5.11. Comparison of bank angle and bank angle rate profiles for Example 2.

Figure 5.12. Comparison of trajectories for Example 2.

 127

Figure 5.13. Comparison of flight-path angle and heading angle pro-

files for Example 2.

Figure 5.14. Comparison of path constraints for Example 2.

 128

Table 5.4. Difference of the states between consecutive iterations for Example 2

|∆r| |∆θ| |∆φ| |∆V | |∆γ| |∆ψ| |∆σ|

Iteration
(km) (deg) (deg) (m/s) (deg) (deg) (deg)
1 3.9376 1.7135 0.4975 165.3609 6.7366 13.1749 20.0000
2 2.8673 1.9567 0.4671 245.2744 3.6572 17.6450 19.9999
3 3.1045 1.1547 0.1029 106.1395 3.2549 7.8184 19.9993
4 1.5523 1.3186 0.1069 110.5910 2.4116 3.1988 19.9983
5 1.4254 1.1349 0.1147 99.9065 2.0859 3.8067 19.7880
6 1.2064 0.8702 0.0892 74.7424 1.4889 3.0627 19.9996
7 1.1582 0.7109 0.0646 53.2254 0.7312 2.7035 19.9982
8 0.8601 0.5369 0.0507 32.2859 0.3464 2.0926 17.1535
9 0.6882 0.3186 0.0471 19.7247 0.2692 1.4540 15.3530
10 0.4539 0.1348 0.0347 8.3208 0.1314 0.6236 13.3392
11 0.2483 0.0871 0.0221 3.0767 0.0729 0.2442 11.9793
12 0.1483 0.0348 0.0091 1.9917 0.0422 0.1365 9.0197
13 0.1137 0.0165 0.0069 1.7110 0.0255 0.0833 7.6837
14 0.0925 0.0067 0.0045 1.4331 0.0148 0.0548 5.1405
15 0.0825 0.0051 0.0024 1.2069 0.0126 0.0171 2.4342
16 0.0481 0.0028 0.0019 0.6569 0.0113 0.0075 1.1968
17 0.0386 0.0017 0.0012 0.5263 0.0092 0.0014 0.3113

Table 5.5. Comparison of solutions for Example 2

Method Heat load (kWh/m2 ) CPU time (s)

SCP 1306.25 8.16
GPOPS 1311.17 178.43
 129

5.4 Line-Search SCP Algorithm

In the implementation of Algorithm 5.1, it is observed that this basic SCP ap-
proach may not converge or converge slowly for some entry trajectory optimization
problems due to inconsistent linearization of the dynamics and path constraints. And
also, the successive procedure with fixed trust-region radius suffers from a lack of ro-
bustness in adjusting the trust-region constraint. As such, fundamental techniques
are needed to facilitate the convergence of the algorithm.
Starting from an initial guess, Algorithm 5.1 generates a sequence of solutions
{zk }, which terminate when either the solution has been approximated with sufficient
accuracy or no more progress can be made. Algorithm 5.1 directly uses the solution
from the previous iteration to update and find the solution to the new iteration.
However, more information about the problem can be used in deciding how to move
from the current iteration zk to the next iteration zk+1 . There are two fundamental
strategies to achieve this goal: line search and trust region [102].
In the line-search strategy, the algorithm chooses a search direction from the cur-
rent point and computes a step length along this direction to obtain a lower function
value. To improve the convergence of the SCP algorithm for the maximum-crossrange
entry problem, a simple line-search technique was proposed in [63]. However, only a
sufficient decrease condition is not enough to ensure that the algorithm makes rea-
sonable progress, especially when multiple highly nonconvex constraints need to be
satisfied. In this section, the robustness and efficiency of the SCP algorithm is further
enhanced through a combination of varying quadratic trust-region constraints and a
backtracking line-search technique with Goldstein conditions.
To better present the numerical process of the line-search SCP algorithm in this
section (and the trust-region SCP algorithm in the following section), the continuous-
time Problem 5.1 is discretized into a finite-dimensional parameter optimization
problem. Following the discretization method applied in the previous section, the
 130

linearized objective in Eq. (5.41), dynamics in Eq. (5.40), and path constraints in
Eq. (5.45) can be approximated and represented as follows:
0
Jˆ = {ϕ[xk−1 (tf )] + ϕ [xk−1 (tf )][x(tf ) − xk−1 (tf )]}
N
X −1 
0
 (5.65)
k−1 k−1 k−1
+ l(xi ) + l (xi )(xi − xi ) ∆t
i=1
 
∆t k−1 k−1 k−1 k−1 k−1
ĥi = xi+1 − xi − Ai xi + Bui + fi − Ai xi + fΩ,i
2
 
k−1 k−1 k−1 k−1 k−1
+ Ai+1 xi+1 + Bui+1 + fi+1 − Ai+1 xi+1 + fΩ,i+1 = 0, i = 1, 2, ..., N − 1

(5.66)
 
k−1 0 k−1 k−1
p (x ) + p1 (xi )(xi − xi ) − Q̇max
 1 i 
ĝi =  p2 (xik−1 ) + p02 (xk−1 − k−1
− max  ≤ 0, i = 1, 2, ..., N (5.67)
 
i )(x i x i ) q
 
k−1 0 k−1 k−1
p3 (xi ) + p3 (xi )(xi − xi ) − nmax
To improve the robustness of the solution procedure and ensure that the problem
remains bounded in every iteration, the original constant trust-region constraint in
Eq. (5.46) is replaced by the following quadratic trust-region constraint:

[xi − xk−1
i ]T [xi − xk−1
i ] ≤ si , i = 1, 2, ..., N (5.68)

where s ∈ RN is a slack variable, and si denotes the ith element of s. To ensure

that the trust regions are bounded, we append the term ws ||s||2 to the objective in
Eq. (5.65) and have the following augmented objective function:
0 0
Jˆ = {ϕ[xk−1 (tf )] + ϕ [xk−1 (tf )][x(tf ) − xk−1 (tf )]}
N
X −1 
0
 (5.69)
k−1 k−1 k−1
+ l(xi ) + l (xi )(xi − xi ) ∆t + ws ||s||2
i=1

where ws is a positive weighting factor. Then, the above formulation is summarized

in the form of an SOCP problem as follows:
Problem 5.5 (SOCP):

Minimize: (5.69)
x,u,s

Subject to: (5.42), (5.43), (5.44) (5.66), (5.67), (5.68)

 131

As mentioned before, one of the reasons that Algorithm 5.1 may not converge or
converge slowly is because the entry dynamics and path constraints are difficult to
satisfy. As such, the violation of the dynamics and path constraints is expected to be
reduced in the successive procedure. To this end, the violation of all the nonconvex
constraints are measured and penalized in an l1 merit function defined as follows:
N −1 N
0
X X
φ1 (zk ; µ) = J (zk ) + µ1 ||hi (zk )||1 + µ2 ||g+ k
i (z )||1 (5.70)
i=1 i=1
k k k k
where z = {x , u , s } is a solution solved from Problem 5.5 in each iteration,
µ = [µ1 ; µ2 ] is a positive penalty parameter, which determines the weight that we
assign to constraint satisfaction relative to objective minimization, and g+ k
i (z ) =
0
max{0, gi (zk )}. The terms J (zk ), hi (zk ), and gi (zk ) are shown below:
N −1
0
X
k k
J (z ) = ϕ[x (tf )] + l(xki ) ∆t + ws ||sk ||2 (5.71)
i=1
 
k k ∆t k
hi (z ) = xki+1 − xki − k
fi + Bui + fΩ,i
2
  (5.72)
k k k
+ fi+1 + Bui+1 + fΩ,i+1 = 0, i = 1, 2, ..., N − 1
 
k
p (x ) − Q̇max
 1 i 
gi (zk ) =  p2 (xki ) − qmax  ≤ 0, i = 1, 2, ..., N (5.73)
 
 
k
p3 (xi ) − nmax
which are from the original objective in Eq. (5.21), dynamics in Eq. (5.22), and path
constraints in Eqs. (5.26)-(5.28). Note that hi (zk ) measures the constraint violation of
the dynamics in Eq. (5.22), and gi (zk ) measures the violation of the path constraints
in Eqs. (5.26)-(5.28).
As such, a new SCP algorithm with a line-search strategy to find the solution to
Problem 5.1 can be developed as follows:
Algorithm 5.2 (Line-Search SCP):

1. Set k = 0. Specify the initial states x(t0 ) = x0 = [r0 ; θ0 ; φ0 ; V0 ; γ0 ; ψ0 ; σ0 ], and

generate an initial guess z0 = {x0 , u0 , s0 } for the entry flight. Select appropriate
values for µ, λ ∈ (0, 0.5), and c ∈ (0, 1). Set ẑ0 = z0 and k = 1.
 132

2. For k ≥ 1, parameterize Problem 5.5 using ẑk−1 and solve for a solution zk =
{xk , uk , sk }.

3. Check the convergence condition:

sup kxk − x̂k−1 k ≤ ε, k > 1 (5.74)

t0 ≤t≤tf

where ε is a prescribed tolerance for convergence. If the above condition is

satisfied, go to Step 5; otherwise go to Step 4.

4. Compute the search direction pk = zk − ẑk−1 . Start successively decreasing the

value of the step length αk from 1 with a contraction factor c such that αk = cαk
until the following condition is satisfied for a specified positive constraint λ:

φ1 (zk ; µ)+(1 − λ)αk D(φ1 (zk ; µ); pk ) ≤ φ1 (zk + αk pk ; µ)

(5.75)
k k k k
≤ φ1 (z ; µ) + λα D(φ1 (z ; µ); p )

where D(φ1 (zk ; µ); pk ) is the directional derivative of φ1 (zk ; µ) in the direction
of pk and given by:

def φ1 (zk + pk ; µ) − φ1 (zk ; µ)

D(φ1 (zk ; µ); pk ) = lim (5.76)
→0 

Then, compute ẑk = ẑk−1 + αk pk , set k = k + 1, and go back to Step 2.

5. The solution of the problem is found to be z∗ = {x∗ , u∗ , s∗ } = {xk , uk , sk }.

Remark 5.4 : Slack variables are introduced in Problem 5.5 to replace the constant
trust-region size, which will improve the numerical stability of the solution process by
ensuring that the solution remains close to the linearization point. In addition, since
both the objective and measures of constraint violation are included in the merit func-
tion, Algorithm 5.2 is expected to decrease both the objective value and constraint
violation in the procedure. The condition in Eq. (5.75) is called the Goldstein con-
dition, where the second inequality is the sufficient decrease condition, and the first
inequality is introduced to control the step length from below [102]. An acceptable
step length is expected to be found after a finite number of trails because αk will
 133

become small enough that condition (5.75) will eventually be satisfied. Furthermore,
the contraction factor c could be varying in this procedure, however, it is chosen to
be constant in this chapter, and good results can be obtained. Similarly, choosing
appropriate values of the penalty parameter µ is also crucial to the success of the
iteration, however, the strategy for updating µ is not covered in this chapter. We
will show that the convergence of Algorithm 5.2 can be ensured and full step lengths
are used in most iterations.

5.5 Trust-Region SCP Algorithm

To enhance the convergence of the SCP algorithm for entry trajectory optimiza-
tion, a line-search strategy is used and a line-search SCP algorithm is proposed in
the previous section. In this section, the convergence of the SCP algorithm is fa-
cilitated through an alternative approach by incorporating artificial controls and a
trust-region updating mechanism into the algorithm, and then a trust-region SCP
algorithm is developed. Similar to the line-search SCP in Algorithm 5.2, the purpose
of the trust-region SCP algorithm is to eliminate the artificial infeasibility introduced
by successive linearization and ensure the boundedness of the subproblems, which will
add another layer of robustness to the SCP algorithm. Similar ideas have been used
to solve robotic motion planning problems in [103], and optimal control problems
with nonlinear dynamics as the only nonconvexity in [85].
To prevent the artificial infeasibility, we introduce a virtual control input to the
linearized dynamics in Eq. (5.40) as follows:

ẋ = f(xk−1 ) + A(xk−1 )(x − xk−1 ) + Bu + fΩ (xk−1 ) + ν (5.77)

 134

where ν ∈ R7 . After discretization, it will become the following linear equality

constraints:
  
∆t k−1 k−1
ĥi = xi+1 − xi − k−1
Ai xi + Bui + ν i + fi − Ai xi + fΩ,i + Ak−1
k−1 k−1
i+1 xi+1
2

k−1 k−1 k−1 k−1
+ Bui+1 + ν i+1 + fi+1 − Ai+1 xi+1 + fΩ,i+1 = 0, i = 1, 2, ..., N − 1

(5.78)

Along with the relaxation of the dynamics, an additional second-order cone constraint
is enforced as follows without changing the convexity of the problem:

||ν i ||2 ≤ ηi , i = 1, 2, ..., N (5.79)

where ν i ∈ R7 , and ηi denotes the ith element of η ∈ RN . To apply this virtual

control as needed, we augment the objective in Eq. (5.41) with the term wη ||η||2 as
follows:
0 0
Jˆ = {ϕ[xk−1 (tf )]+ϕ [xk−1 (tf )][x(tf ) − xk−1 (tf )]}
N
X −1 
0
 (5.80)
k−1 k−1 k−1
+ l(xi ) + l (xi )(xi − xi ) ∆t + wη ||η||2
i=1

where wη is the penalty weight. Then, a new SOCP problem can be formulated as
follows:
Problem 5.6 (SOCP):

Minimize: (5.80)
x,u,ν,η

Subject to: (5.42), (5.43), (5.44) (5.46), (5.67), (5.78), (5.79)

Note that the trust-region constraint in Eq. (5.46) is incorporated to ensure the
boundedness of Problem 5.6. The implementation of Algorithm 5.1 indicates that
the trust region radius, δ, is critical in solving each subproblem. If δ is too large, the
solution to Problem 5.6 may be far from the solution to Problem 5.1. If δ is too small,
the algorithm may miss the opportunity to take a large step and move closer to the
solution of Problem 5.1. As such, the size of the trust region should be adjusted based
 135

on the information gathered from previous iterations. Considering the virtual control
and the trust-region strategy, a trust-region SCP algorithm can now be presented as
follows:
Algorithm 5.3 (Trust-Region SCP):

1. Set k = 0. Specify the initial states x(t0 ) = x0 = [r0 ; θ0 ; φ0 ; V0 ; γ0 ; ψ0 ; σ0 ],

and generate an initial guess z0 = {x0 , u0 , ν 0 , η 0 } for the entry flight. Select
appropriate values for δ = δ0 , µ = [µ1 , µ2 ], ξ ∈ (0, 1), β1 ∈ (1, ∞), and β2 ∈
(0, 1). Set ẑ0 = z0 and k = 1.

2. For k ≥ 1, parameterize Problem 5.6 using ẑk−1 and solve for a solution zk =
{xk , uk , ν k , η k }.

3. Check the convergence condition:

sup kxk − x̂k−1 k ≤ ε, k > 1 (5.81)

t0 ≤t≤tf

where ε is a prescribed tolerance for convergence. If the above condition is

satisfied, go to Step 5; otherwise go to Step 4.

4. Compute the exact decrease, ∆φ = φ1 (ẑk−1 ; µ) − φ1 (zk ; µ), and predicted de-
crease, ∆φ̂ = φ̂1 (ẑk−1 ; µ) − φ̂1 (zk ; µ), using the following merit functions:
N −1 N
0
X X
φ1 (z; µ) = J (z) + µ1 ||hi (z)||1 + µ2 ||g+
i (z)||1 (5.82)
i=1 i=1

N −1 N
0
X X
φ̂1 (z; µ) = Jˆ (z) + µ1 ||ĥi (z)||1 + µ2 ||ĝ+
i (z)||1 (5.83)
i=1 i=1

where hi (z) and gi (z) are defined in Eqs. (5.72) and (5.73) for the original
nonconvex dynamics and path constraints, respectively. The violations of the
linearized dynamics in Eq. (5.78) and path constraints in Eq. (5.67) are denoted
0
by the terms of ĥi (z) and ĝi (z) in Eq. (5.83). The term J (z) is computed as
follows:
N −1
0
X
J (z) = ϕ[x(tf )] + l(xi ) ∆t + wη ||η||2 (5.84)
i=1
 136

If ∆φ ≥ ξ∆φ̂, then increase the trust-region radius such that δ = β1 δ, and

set ẑk = zk ; otherwise, shrink the trust-region size such that δ = β2 δ, and set
ẑk = ẑk−1 . Set k = k + 1 and go back to Step 2.

5. The solution of the problem is found to be z∗ = {x∗ , u∗ , ν ∗ , η ∗ } = {xk , uk , ν k , η k }.

Remark 5.5 : Algorithm 5.3 indicates that if Problem 5.6 produces a good decrease
of the merit function, the trust-region radius will be increased to take more ambitious
steps. When the solution to Problem 5.6 does not generate a sufficient decrease in
the merit function, then we shrink the trust region and resolve Problem 5.6.
Remark 5.6 : The relaxation of the dynamics in Eq. (5.77) is critical to allow devi-
ation from the original dynamics when infeasibility is unavoidable for a subproblem
due to the linearization of the dynamics and path constraints. Turning the infeasible
constraints into penalties in Eqs. (5.82) and (5.83) will eventually drive the constraint
violations to zero when a sufficiently large penalty coefficient is chosen. Unlike the
conventional trust-region-type algorithms, Algorithm 5.3 solves a convex subproblem
to its full optimality in each iteration to speed up the convergence. Computational
burden may slightly increase in each iteration, however, each convex subproblem can
be solved fast enough to outweigh the disadvantage of fully solving a convex opti-
mization problem due to the high efficiency of IPM. Numerical results will show that
this approach works well for entry trajectory optimization problems with various hard
constraints.

5.6 Numerical Demonstrations of the Improved SCP Algorithms

In this subsection, a maximum-terminal-velocity entry problem is solved to verify

the effectiveness of the improved SCP algorithms described in Algorithm 5.2 and
Algorithm 5.3 by comparing with the basic SCP in Algorithm 5.1 and the general-
purpose solver GPOPS.
We choose µ1 = µ2 = 100, λ = 0.4, c = 0.5 and ws = 0.01 for Algorithm 5.2.
For Algorithm 5.3, we set µ1 = µ2 = 100, ξ = 0.3, β1 = 1.1, β2 = 0.5, wη = 100,
 137

and δ0 = [ 20,000
R0
, 20π , 20π , 500 , 20π , 20π , 20π ]T . The stopping criteria in Eqs. (5.74) and
180 180 V0 180 180 180

(5.81) are selected as ε = [ 200 , 0.1π , 0.1π , 1 , 0.1π , 0.1π , 1π ]T . For all the cases in the
R0 180 180 V0 180 180 180

simulation, N = 200 is used in the discretization process. The maximum iteration

number is chosen as 30.
In this example, a maximum-terminal-velocity problem is solved by both the SCP
algorithms and GPOPS using the boundary conditions defined in Table 5.1. The
objective is shown in Eq. (5.85), which a linear function of V and no convexification
is needed.
J = −V (tf ) (5.85)

The solutions are compared in Figs. 5.15-5.18. It can be seen that the solutions
by the improved SCP algorithms are almost the same as the solution from GPOPS,
which demonstrates the validity of the proposed algorithms in this chapter. The
slight difference in the bank angle and bank-angle rate profiles might due to the
different discretizaton techniques used for these approaches. All the path constraints
are satisfied, and the heat load touches the boundary during the first dive of entry.
Both the profiles of bank angle and bank-angle rate are very smooth under these three
approaches.
The performance of the three SCP algorithms is compared in Fig. 5.19, which
indicates that the basic SCP method does not show any evidence of convergence if
no line-search or trust-region technique is introduced. In contrast, the line-search
SCP algorithm solves the problem in 9 iterations and the trust-region SCP algorithm
takes about 19 iterations to converge. Full step length is used in most of the it-
erations for the line-search SCP algorithm. This comparison shows that the basic
SCP approach suffers slow convergence or even non-convergence for the maximum-
terminal-velocity problem, and the line-search and trust-region strategies are critical
to enhance and ensure the convergence of the SCP algorithms. Figure 5.20 further
demonstrates the convergence of the merit functions defined in Eqs. (5.70) and (5.82)
for the two improved SCP algorithms. This result also indicates that the constraint
violation decreases to zero to eliminate the artificial infeasibility caused by successive
 138

linearization of the dynamics and path constraints. To provide clearer convergence

of the solutions, the bank-angle profiles for all iterations are shown by curves from
dark blue to red in Figs. 5.21 and 5.22 for the improved SCP algorithms. Starting
from an arbitrary bank-angle profile, the solutions are quite close after 5 iterations
for the line-search SCP algorithm, and the curves are hard to be distinguished after
9 iterations for the trust-region SCP algorithm.
Table 5.6 compares the accuracy and computational performance of these meth-
ods. It can be seen that all the methods converge to the same results and all the
terminal constraints are exactly satisfied. For the line-search SCP algorithm, it takes
ECOS about 0.1 seconds to solve Problem 5.2 in each iteration. Problem 5.3 is solved
within 0.5 seconds in each iteration by the trust-region SCP algorithm. However,
GPOPS finds the solution with 152 nodes and a total time cost of 36.32 seconds
using the default parameter settings. These results show that the SCP algorithms
perform faster speed in solving the maximum-terminal-velocity problem than general
NLP solvers.

Table 5.6. Comparison of the results for maximum-terminal-velocity problem

h(tf ) θ(tf ) φ(tf ) V (tf ) γ(tf ) ψ(tf ) Time

Method
(km) (deg) (deg) (m/s) (deg) (deg) cost (s)
GPOPS 25.00 12.00 70.00 949.35 -10.00 90.00 36.32
Line-Search 25.00 12.00 70.00 947.57 -10.00 90.00 1.07
SCP
Trust-Region 25.00 12.00 70.00 947.86 -10.00 90.00 8.50
SCP
 139

Figure 5.15. Comparison of the altitude-velocity and latitude-

longitude profiles for maximum-terminal-velocity entry.

Figure 5.16. Comparison of the flight-path angle and heading angle

profiles for maximum-terminal-velocity entry.
 140

Figure 5.17. Comparison of the bank angle and bank-angle rate pro-
files for maximum-terminal-velocity entry.

Figure 5.18. Comparison of the path constraints for maximum-

terminal-velocity entry.
 141

Figure 5.19. Value of the objective in each iteration for maximum-

terminal-velocity entry.

Figure 5.20. Value of the merit function in each iteration for

maximum-terminal-velocity entry.
 142

Figure 5.21. Convergence of the bank-angle profiles for maximum-

terminal-velocity entry using line-search SCP.

Figure 5.22. Convergence of the bank-angle profiles for maximum-

terminal-velocity entry using trust-region SCP.
 143

6. AUTONOMOUS ENTRY GUIDANCE

6.1 Introduction

The entry flight of an unpowered hypersonic vehicle over a spherical, rotating

Earth has already been discussed in Chapter 5, where the entry trajectory optimiza-
tion has been formulated and solved as a general nonconvex optimal control problem
as shown in Problem 5.1. In this chapter, the work in Chapter 5 is carried forward
for onboard entry guidance design. Based on the definition of Problem 5.1, The
entry guidance problem can be stated as follows: find the optimal control history,
u(t) = σ̇(t), that minimizes the cost shown by Eq. (5.21) and satisfies the dynamics
in Eq. (5.22), path constraints in Eqs. (5.26)-(5.28), state and control constraints in
Eqs. (5.24) and (5.25), and boundary conditions in Eq. (5.23). In each guidance cycle,
a reference trajectory is generated from the current location to the target by solving an
SOCP problem. Then, the optimal tracking guidance commands are immediately de-
termined by a convex QCQP method to follow this reference trajectory as accurately
as possible. Path constraints such as heat rate, normal load, and dynamic pressure
are considered in both the reference trajectory generation and optimal tracking guid-
ance design. The performance of the proposed method in autonomously updating
and tracking flight profiles under disturbances and mission changes is demonstrated
through comparisons to an offline reference-tracking approach. The primary novelty
of this approach is its capability of generating accurate reference trajectories within
several guidance cycles before exact convergence is achieved.
This chapter is organized as follows. A successive approach is introduced in Section
6.2 to generate reference trajectories online based on the SCP method developed in
Chapter 5. The reference trajectories are followed by an optimal feedback tracking
guidance law developed in Section 6.3. Then, the reference trajectory generation and
 144

tracking are combined to form an online near-optimal autonomous entry guidance

algorithm in Section 6.4. For comparison, an offline reference-tracking entry guidance
approach is also designed using convex optimization. Numerical simulations are shown
in Section 6.5 to demonstrate the accuracy and performance of the proposed approach.

6.2 Reference Trajectory Generation

The entry guidance algorithm developed in this chapter is similar to the reference-
tracking approach inheriting from the Shuttle entry guidance. However, instead of
depending on a reference trajectory prescribed offline on the ground, the new algo-
rithm aims to generate the reference trajectories online from the current location to
the target. Then, the tracking guidance laws are determined in real-time to follow this
new reference trajectory in each guidance cycle. In this research, the sequential SOCP
approach is chosen as the baseline for the online entry guidance algorithm. Different
from the offline reference-tracking approaches, the new algorithm is expected to be
applicable to flight under large dispersions, emergent situations, and mission changes.
As such, the robustness and autonomy of entry guidance could be highly improved.
In this section, the online reference trajectory generation problem is addressed first.
The optimal reference trajectory generation problem described in Problem 5.1
is a general nonlinear optimal control problem with various equality/inequality con-
straints, which is likely impossible to be converted and solved as a single convex
optimization problem. Motivated by the sequential convex procedure developed in
Chapter 5 for hypersonic entry trajectory optimization, a similar successive process is
proposed in this section to address the online reference trajectory generation problem.
In order to generate the reference trajectories online and implement the guidance
algorithm onboard, the time domain, [t0 , tf ], is divided into kG guidance cycles de-
noted by [tk , tk+1 ], k = 1, 2, . . . , kG with t1 = t0 and tkG +1 = tf . A similar successive
convexification method is used in this chapter to convert Problem 5.1 into a sequence
of convex problems based on small-disturbance linearizations. The terminal cost and
 145

integrand in the objective are linearized by a first-order Taylor series expansion with
respect to the state history, xk−1 , from the previous guidance cycle. Then, the ob-
jective takes the form in Eq. (5.41). In the dynamics in Eq. (5.22), the control, u,
has been decoupled from the states, x. Consequently, the control term, Bu, remains
unchanged and the nonlinear term, f(x), is linearized about the state history, xk−1 , as
well. The linearized dynamics are shown in Eq. (5.40). In addition, the nonlinear path
constraints in Eqs. (5.26)-(5.28) are functions of the states x and can be linearized
with respect to a fixed state xk−1 from the previous guidance cycle. The linearized
path constraints can be found in Eq. (5.45). With a trust-region constraint enforced
in Eq. (5.46), Problem 5.1 is converted into a sub-problem described in Algorithm 5.1,
which is a convex optimal control problem about the state history from the previous
guidance cycle. Using the same discretization method discussed in Section 5.3.2, each
sub-problem solved in Algorithm 5.1 is discretized in an SOCP in Problem 5.3.
The sequential method developed in Chapter 5 is extended to formulate a similar
successive process, in which a sequence of convex problems are solved online. The op-
timal reference trajectory is not generated by iteratively solving a sequence of convex
problems in a single guidance cycle; instead, only one convex problem (Problem 5.3)
is solved in each guidance cycle, and the successive linearization is enforced about the
trajectory from the previous guidance cycle. This process is described as follows:
Algorithm 6.1 (Online Reference Trajectory Generation):

1. Select kG , the prescribed number of guidance cycles. Set k = 0. Initialize the

states r(t0 ) = r0 , θ(t0 ) = θ0 , φ(t0 ) = φ0 , V (t0 ) = V0 , γ(t0 ) = γ0 , ψ(t0 ) = ψ0 ,
and σ(t0 ) = σ0 . Propagate EoMs in Eqs. (5.1)-(5.6) with these initial conditions
and a specific constant control to provide an initial trajectory x0 for the entry
flight. Set k = 1.

2. In the guidance cycle [tk , tk+1 ] with k ≥ 1, select N , solve the convexified Prob-
lem 5.3 to find a solution pair {xk , uk }, which serves as the reference trajectory
for this guidance cycle.
 146

3. The reference trajectory is tracked by the optimal feedback law developed in

Section 6.2 during the current guidance cycle [tk , tk+1 ]. If k = kG , go to Step 4;
otherwise, detect the actual state x(tk+1 ) as the initial condition for the next
guidance cycle, set k = k + 1, and go to Step 2.

4. Entry flight terminates and the target is reached.

Remark 6.1 : For each k ≥ 1, a nonlinear but convex SOCP problem is solved.
A complete theoretical proof of the convergence of the SCP method is still an open
challenge for hypersonic problems; however, the numerical simulations in Chapter 5
have shown a strong evidence of convergence in solving hypersonic entry trajectory
optimization problems, and the accuracy of the successive approximation method has
been demonstrated as well. In addition, based on the fact that the trajectories have
minor changes during the first few guidance cycles and the trajectories become very
close after a few iterations in the SCP approach in Chapter 5, the new successive
process proposed in this section will likely lead to a very accurate and near-optimal
flight trajectory. The primary advantage of this approach is its capability of generat-
ing accurate reference trajectories before converging and providing autonomous entry
flight under mission changes.
The optimal trajectory generated by the SOCP method will serve as a reference
trajectory in each guidance cycle. This reference trajectory will be tracked online by
the optimal feedback guidance law developed in the following section.

6.3 Closed-loop Optimal Tracking Guidance

In this section, the second component of the autonomous entry guidance algo-
rithm is addressed, which is to design an optimal tracking guidance law based on
the obtained reference trajectory. The optimal trajectory generated in the previous
section is only a nominal trajectory. During entry flight, however, there are many
uncertainties and disturbances such as initial state errors, aerodynamic errors, at-
mospheric perturbations, etc. Then, the real flight may deviate from the reference
 147

trajectory. Therefore, closed-loop feedback guidance laws should be designed to track

the reference trajectory as closely as possible. In this research, the trajectory tracking
problem is cast into a trajectory state regulation problem, which will be formulated
and solved as a convex QCQP problem. As such, globally optimal tracking guidance
laws can be potentially obtained very quickly.
In the generation of the reference trajectory, the bank angle rate, σ̇, is chosen as
the control to eliminate high-frequency jitters and obtain smooth bank angle profiles.
In the design of tracking guidance, we only need to determine the closed-loop feed-
back control law to follow the reference profiles, so we can directly treat the bank
angle as the control. We assume that the obtained reference state and bank angle
control profiles are stored in x∗ (t) = [r∗ (t); θ∗ (t); φ∗ (t); V ∗ (t); γ ∗ (t); ψ ∗ (t)] and σ ∗ (t),
respectively. The purpose of the feedback guidance law is to track x∗ (t) and σ ∗ (t)
accurately in each guidance cycle.
The linearized error dynamics are used in the design of the optimal feedback
guidance law. It’s a general form linear time-varying system shown below.

δ ẋ(t) = A(t)δx(t) + B(t)δσ(t) + fΩ (t) (6.1)

where δx(t) = x(t) − x∗ (t) ∈ R6 and δσ(t) = σ(t) − σ ∗ (t) ∈ R. The linearizaiton of
dynamics is similar as in Section 5.3, and we approximate fΩ (t) ≈ fΩ (x∗ ) ∈ R6 , since
the magnitudes of the Earth-rotation-dependent terms are very small. The matrices
A(t) ∈ R6×6 and B(t) ∈ R6×1 can be obtained analytically from Eqs. (5.1)-(5.6), and
their values depend on the state and control histories of the reference trajectory.
The linearization is with respect to the optimal reference trajectory. As such,
the linearized dynamics could be very accurate to represent the dynamics used for
the reference trajectory generation. The path constraints could also be enforced by
linearizing Eqs. (5.26)-(5.28) about the reference trajectory as follows:
0
pi (x∗ (t)) + pi (x∗ (t))δx(t) ≤ pi,max , i = 1, 2, 3 (6.2)
0
where pi (x∗ (t)) can be obtained from Eqs. (5.26)-(5.28) and pi (x∗ (t)) for the path
constraints are similar as those in Eq. (5.32).
 148

In each guidance cycle [tk , tk+1 ], the following objective is minimized to find the
optimal control for reference trajectory tracking in the current guidance cycle.

1 tf
Z  
1 T T T
Jk = δx (tf )P (t)δx(tf ) + δx (t)Q(t)δx(t) + δσ (t)R(t)δσ(t) dt (6.3)
2 2 tk

where P (t) ∈ S6+ and Q(t) ∈ S6+ are symmetric positive semidefinite, and R(t) ∈ R6++
are positive real numbers. The reference trajectory tracking problem is to determine
the optimal control δσ ∗ (t) and the corresponding states δx∗ (t) that minimize the
objective in Eq. (6.3), satisfy the dynamics in Eq. (6.1), path constraints in Eq. (6.2),
and the following constraints during the interval of t ∈ [tk , tf ].

kδx(t)k ≤  (6.4)

δσmin ≤ δσ(t) ≤ δσmax (6.5)

where the constraint in Eq. (6.4) defines the tolerance of the state error, and Eq. (6.5)
is the limits of the bank angle error. As such, the optimal tracking guidance problem
can be formulated as an optimal control problem defined below.
Problem 6.1 :

Minimize: (6.3)
δx,δu

Subject to: (6.1), (6.2), (6.4) (6.5)

By solving the above optimal control problem, the optimal feedback control can be
obtained and takes the following form.

δσ ∗ (t) = K(t, δx(tk )), t ∈ [tk , tf ] (6.6)

Note that, the optimal control in Eq. (6.6) is valid from tk to tf , but it is only applied
in the period of [tk , tk+1 ] to get the new state, x(tk+1 ), for the next guidance cycle.
The optimal feedback tracking guidance laws require solving a nonlinear opti-
mal control problem defined by Problem 6.1. An analytical feedback control law
is hard to obtain for this nonlinear problem with various constraints; however, this
 149

problem can be readily discretized into a convex problem with a quadratic objec-
tive and quadratic constraints, thus the numerical solutions can be solved very ef-
ficiently. To this end, the time domain, [tk , tf ], is discretized into M equal time
intervals, the constraints are imposed at the M + 1 nodes, and the error dynam-
ics can be integrated numerically. If we choose {δx0 , δx1 , δx2 , ..., δxM −1 , δxM } and
{δσ0 , δσ1 , δσ2 , ..., δσM −1 , δσM } as the design variables, then the optimization vector
can be set as z = (δx0 , δx1 , ..., δxM , δσ0 , δσ1 , ..., δσM ). Applying the discretization
method in Sec. 5.3.2, the optimal tracking guidance Problem 6.1 is converted into a
large-scale NLP problem as follows.
Problem 6.2 :

Minimize: zT Q0 z + q0T z + c0 (6.7)

z

Subject to: zT Ql z + qlT z + cl ≤ 0, l = 1, 2, . . . , nt (6.8)

where z ∈ Rn , Ql ∈ Sn+ , ql ∈ Rn , cl ∈ R, l = 0, 1, 2, . . . , nt , and nt is the total number

of equality/inequality constraints after discretization. The dimension of the design
space is n = 7(M + 1). Different from the discretization of Problem 5.2, the quadratic
objective functional in Eq. (6.3) is discretized into a quadratic function of z.
The discretization is accurate for a sufficiently large M , and the optimal tracking
guidance law of each guidance cycle [tk , tk+1 ] can be obtained numerically by solving
Problem 6.2. If the optimal control δσ ∗ (t) and the corresponding states δx∗ (t) are
determined, a closed-loop tracking guidance algorithm can be performed as follows.
Algorithm 6.2 (Optimal Feedback Tracking Guidance):

1. Set k = 0, initialize the states x(t0 ). Set k = 1 and x(tk ) = x(t0 ).

2. For the guidance cycle [tk , tk+1 ], get the reference trajectory x∗ (t) and refer-
ence control σ ∗ (t) by solving Problem 5.3 in the reference trajectory generation
module with x(tk ) as the initial condition.
 150

3. Select M , solve Problem 6.1 and get the optimal feedback control law δσ ∗ (t) =
K(t, δx(tk )), t ∈ [tk , tf ]. Apply the bank angle control σ(t) = σ ∗ (t) + δσ ∗ (t) to
the system during the interval [tk , tk+1 ].

4. If k = kG , go to Step 5; otherwise, detect the real state x(tk+1 ) and set as the
initial condition for Problem 5.3 and Problem 6.2, set k = k + 1, and go to Step
2 for the next guidance cycle.

5. Entry flight terminates and the target is reached.

Remark 6.2 : The discretized Problem 6.1 is a nonlinear but convex QCQP prob-
lem with quadratic objective and quadratic constraints, both of which are convex. In
a convex QCQP problem, we minimize a convex quadratic function over a feasible
region that is the intersection of ellipsoids. [51] If the feasible set of Problem 6.1 is
nonempty, the global optimum can be obtained in polynomial time using IPM. Sim-
ulation results in Section 6.5 will show that the optimal tracking guidance law can
be obtained within 0.5 seconds in MATLAB. The satisfaction of the path constraints
will be shown by numerical simulations.

6.4 Reference-Tracking Entry Guidance Algorithms

6.4.1 Online Reference-Tracking Guidance

Based on the online reference trajectory generation in Section 6.2 and the optimal
tracking guidance design in Section 6.3, an autonomous entry guidance algorithm can
be proposed, and its framework is depicted in Fig. 6.1.
The online autonomous entry guidance algorithm consists of two components: the
online reference trajectory generation module and the closed-loop optimal tracking
guidance design module. The first module aims to generate the reference trajectory
based on the requirements of the mission. The reference trajectory will be updated
online when large disturbances occur or the flight mission (such as terminal states) is
changed. The second module determines the closed-loop feedback guidance laws to
 151

Figure 6.1. Online autonomous entry guidance.

 152

track the reference trajectory in real-time due to modeling uncertainties, atmospheric

perturbations, or large dispersions. In addition, the error of successive linear approx-
imations of dynamics will also be fed back to the entry guidance system and will
be reduced through the iterative procedure. Based on the above analysis, a detailed
process of the online entry guidance algorithm is presented as follows.
Algorithm 6.3 (Online Autonomous Entry Guidance algorithm):

1. Select kG and divide the time domain [t0 , tf ] into kG guidance cycles denoted
by [tk , tk+1 ], k = 1, 2, . . . , kG with t1 = t0 and tkG +1 = tf .

2. Initialize the states r(t0 ) = r0 , θ(t0 ) = θ0 , φ(t0 ) = φ0 , V (t0 ) = V0 , γ(t0 ) = γ0 ,

ψ(t0 ) = ψ0 , and σ(t0 ) = σ0 . Find an initial trajectory for the entry flight by
propagating the EoMs in Eqs. (5.1)-(5.6) with these initial conditions and a
specific constant control. Set k = 1 and tk = t0 .

3. In the guidance cycle [tk , tk+1 ] with k ≥ 1 and x(tk ) as the initial condition,
select N , get the reference trajectory x∗ (t), t ∈ [tk , tf ] and the reference control
σ ∗ (t), t ∈ [tk , tf ] by solving Problem 5.3 in the reference trajectory generation
module.

4. Consider the actual flight uncertainties such as initial condition disturbances

δx(tk ) and atmospheric and aerodynamic dispersions, select M , solve Prob-
lem 6.2 in the optimal tracking guidance module and get the optimal feedback
control law δσ ∗ (t) = K(t, δx(tk )), t ∈ [tk , tf ] to track the reference trajectory
obtained in Step 3. Apply the bank angle control σ(t) = σ ∗ (t) + δσ ∗ (t) to the
vehicle dynamic system during the interval [tk , tk+1 ].

5. If k = kG , go to Step 6; otherwise, detect the actual state x(tk+1 ) and set as the
initial condition for the next guidance cycle, update the mission requirements
based on the actual flight and mission changes, set k = k + 1, and go to Step 3.

6. Entry flight terminates and the target is reached.

 153

Remark 6.3 : Notice that, two convex optimization problems are solved in each
guidance cycle, one is to generate the reference trajectory for the latest flight mis-
sion and the other one is to determine the optimal feedback guidance law to track
this reference trajectory. The proposed entry guidance algorithm can provide near-
optimal, autonomous, and robust entry flight with guaranteed satisfaction of common
constraints on heat rate, normal load, and dynamic pressure. By taking advantage of
convex optimization and IPM, both the reference trajectory and the optimal tracking
guidance law can be generated in 0.5 seconds in MATLAB, which will be shown by
the simulation results in Section 6.5.

6.4.2 Offline Reference-Tracking Guidance

Based on the similar idea, an offline reference-tracking guidance is also designed

in this chapter for comparison studies with the proposed online approach. The frame-
work of the offline entry guidance algorithm is shown in Fig. 6.2.

Figure 6.2. Offline reference-tracking entry guidance.

The offline reference-tracking approach is different from the online one. First,
the reference trajectory x∗ (t) and reference control σ ∗ (t) are generated offline and
stored on the onboard computer. These profiles remain unchanged through the whole
entry flight. Then, a similar feedback guidance law is generated onboard to track
this prescribed trajectory. During the flight, the real state x(ti ) and perturbation
δx(ti ) = x(ti ) − x∗ (ti ) are estimated, and the optimal tracking guidance problem
 154

defined by Problem 6.2 is solved for the optimal control δσ ∗ (t), t ∈ [ti , tf ]. Then, the
actual trajectory is controlled by σ(t) = σ ∗ (t) + δσ ∗ (t) during the interval [ti , ti+1 ].
The new perturbations will be estimated, and the optimal tracking guidance laws will
be solved for the following guidance cycles based on the real flight and the reference
trajectory. Note that, the reference trajectory in the offline approach is not updated
during the flight.

6.5 Numerical Demonstrations

In this section, the effectiveness and performance of the proposed entry guidance
algorithms are investigated using the same vertical-takeoff, horizontal-landing RLV
studied in Section 5.7. The same parameters, aerodynamic coefficients, and angle-
of-attack profile are used in the simulations. However, a minimum terminal velocity
entry problem is considered in this chapter with specific terminal constraints and
path constraints. The objective function is shown below, which is a linear function
of V . Thus, no linearization is needed to convexify the objective function.

J = V (tf )

The methodologies described in this chapter has been implemented in ECOS. In

the simulations, the time domain is divided into 20 guidance cycles (kG = 20) and
each guidance cycle is equally discretized into 20 intervals. The matrices P, Q, R in
Eq. (6.3) are chosen as P = 50 × I, Q = I, and R = 1. In the following subsections,
we will first investigate the effectiveness of the offline reference-tracking method in
reducing the effect of various dispersions. Then, we will verify the robustness and
accuracy of the proposed online reference-tracking algorithm for the entry flight by
comparing to a general NLP solver and the offline SCP approach. At last, different
situations are considered to demonstrate the capability of the online entry algorithm
for autonomous flight under mission changes. The computational performance and
time cost of this new algorithm is also presented.
 155

6.5.1 Offline Reference-Tracking Under Disturbances

First, we will demonstrate the performance of the closed-loop optimal tracking

guidance algorithm in the offline reference-tracking approach described in Section
6.4.2. In Fig. 6.2, the reference trajectory is generated from the entry interface using
the basic SCP method developed in Chapter 5. The guidance command will be
designed in each guidance cycle to track this reference trajectory. The perturbations
of the initial condition, atmospheric density, and aerodynamic coefficients are defined
in Table 6.1. The initial disturbances in altitude and velocity are taken to be around
0.2 − 0.25%, and the dispersions in atmospheric density and aerodynamic coefficients
are chosen to be 5%.

Table 6.1. Parameter perturbations

Parameter Value
Initial altitude δh0 [-200, 200] m
Initial longitude δθ0 [-0.05, 0.05] deg
Initial latitude δφ0 [-0.05, 0.05] deg
Initial velocity δV0 [-20, 20] m/s
Initial flight-path angle δγ0 [-0.05, 0.05] deg
Initial heading angle δψ0 [-0.05, 0.05] deg
Atmospheric density δρ [-5%, +5%]
Lift coefficient δCL [-5%, +5%]
Drag coefficient δCD [-5%, +5%]

Two simulation cases are considered: Case 1 for the maximum positive perturba-
tions and Case 2 for the maximum negative perturbations, i.e., in Case 1, δx(0)=[200
m; 0.05 deg; 0.05 deg; 20 m/s; 0.05 deg; 0.05 deg], δρ = δCL = δCD = 5%, and in
Case 2, we have δx(0)=[-200 m; -0.05 deg; -0.05 deg; -20 m/s; -0.05 deg; -0.05 deg]
and δρ = δCL = δCD = −5%.
 156

Figures 6.3-6.5 present the state errors for these two cases in both the open-loop
simulations without feedback guidance (“Case1-open”, “Case2-open”) and the closed-
loop simulations with feedback guidance applied (“Case1-closed”, “Case2-closed”).
The blue profiles show that the small perturbations in the initial conditions have a
large effect on the system when the tracking guidance is not applied. In contrast,
the state errors are close to zero after several guidance cycles when the closed-loop
optimal tracking guidance is employed. Figures 6.6-6.8 show the path constraints
under both open-loop and closed-loop situations. As we can see from the blue curves
that the constraints of heat rate and normal load are violated if the guidance is not
applied. The peak value of heat rate for the open-loop flight exceeds the maximal
value by 5.3%, while the actual peak value of g-loading is about 11.2% higher than the
allowable value. Nevertheless, all the path constraints are satisfied by the actual flight
trajectories under the control of optimal tracking guidance. In addition, the optimal
control histories for these two cases are shown in Fig. 6.9, which indicates that the
bank angle deviates obviously from the nominal values in the beginning of the flight
to eliminate the initial perturbations and then stays close to the reference profile even
when atmospheric and aerodynamic dispersions exist. As such, the simulation results
demonstrate that the developed tracking guidance laws are capable of following the
reference trajectory in the presence of uncertainties. As can be seen from Fig. 6.9,
significant control effort is needed to keep the vehicle close to the reference trajectory
in the presence of perturbations. However, the control cost can be reduced and a much
smoother control profile can be obtained in the online entry guidance approach, where
the reference trajectory is allowed to be updated online.
 157

Figure 6.3. Altitude and longitude errors from prescribed reference trajectory.

Figure 6.4. Latitude and velocity errors from prescribed reference trajectory.
 158

Figure 6.5. Flight-path angle and heading angle errors from prescribed
reference trajectory.

Figure 6.6. Heat rate constraint.

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Figure 6.7. Normal load constraint.

Figure 6.8. Dynamic pressure constraint.

 160

Figure 6.9. Tracking of prescribed reference bank angle profile.

 161

6.5.2 Online Reference-Tracking Under Disturbances

Next, we will investigate the robustness and accuracy of the online reference-
tracking entry guidance algorithm under disturbances. The situations of mission
changes will be considered in the following subsection. The initial perturbations in
each guidance cycle are randomly generated between the maximum negative values
δx(tk )=[-200 m; -0.05 deg; -0.05 deg; -20 m/s; -0.05 deg; -0.05 deg] and the maximum
positive values δx(tk )=[200 m; 0.05 deg; 0.05 deg; 20 m/s; 0.05 deg; 0.05 deg] shown
in Table 6.1. The dispersions of atmospheric density and aerodynamic coefficient are
enforced randomly between −5% and +5%. The nominal flight mission is used in the
simulation and the parameters are defined in Table 5.1.
In order to demonstrate the accuracy of the proposed online entry guidance algo-
rithm, the results are compared to the solutions obtained by GPOPS. Additionally,
the results are also compared to the solutions from the offline SCP method developed
in Chapter 5. In the simulations, both the offline SCP and GPOPS are used to solve
the original trajectory optimization problem defined in Problem 5.1 and generate
the offline optimal trajectories from the entry interface without mission changes or
closed-loop tracking guidance applied.
The results are presented in Figs. 6.10-6.13. The red solid lines denote the actual
flight trajectory by the proposed online autonomous entry guidance algorithm, the
blue dash-dot lines represent the results from the offline SCP method, while the
black dashed lines are the profiles generated offline by GPOPS. We can see that the
vehicle is accurately guided from the entry interface to the prescribed target under
the three approaches and all the constraints are satisfied. Note that the results
from the offline SCP and GPOPS are the optimal trajectories generated from the
entry interface, which are not updated during the flight; however, the profiles of
the new online entry guidance algorithm are generated online based on the real-
time state feedback and the process described in Algorithm 6.3. The online SCP
approach uses the linearized dynamics for the reference trajectory generation and
 162

the tracking guidance design; however, the original dynamics in Eqs. (5.1)-(5.6) are
controlled, and the trajectory is updated online. The differences in the solutions
of the offline SCP and GPOPS might be due to the existence of multiple optimal
solutions or different stopping conditions used in the algorithms. The online SCP
approach updates and tracks reference trajectories onboard based on the real flight
situations, so the actual flight trajectory would potentially deviate from the offline
SCP and GPOPS approaches. Although obvious difference in the solutions can be
observed from these figures (especially in Fig. 6.10), the actual flight trajectory of
the online SCP approach has a similar trend as those of offline SCP and GPOPS.
As such, the online entry guidance algorithm developed in this chapter is capable of
providing accurate and near-optimal flight trajectories for the entry vehicles under
uncertainties and disturbances.

Figure 6.10. Comparison of altitude, longitude, and latitude profiles.

 163

Figure 6.11. Comparison of velocity and flight-path angle profiles.

Figure 6.12. Comparison of heading angle and bank angle profiles.

 164

Figure 6.13. Comparison of the path constraints.

 165

6.5.3 Online Reference-Tracking Under Mission Changes

Considering the parameters defined in Table 5.1, the vehicle is nominally guided
from the initial state to the minimum velocity at the altitude of 25 km, longitude
of 12 deg, and latitude of 70 deg. Based on this nominal flight mission, we will
demonstrate the autonomy of the proposed online entry guidance algorithm when
the terminal states are changed during the entry flight. The dispersions of the initial
state, atmospheric density, and aerodynamic coefficients are also considered in the
following simulations.
The vehicle will start the entry flight with the nominal mission from entry interface
under the online reference-tracking guidance method. At some intermediate time,
however, the target condition will be changed. Thus, the entry guidance system
should immediately respond to the mission changes and generate a new trajectory
onboard that satisfies the new mission requirements and constraints. Four mission
changes are considered and defined in Table 6.2. In Case 1, the terminal longitude is
changed from 12 deg to 14 deg, and the terminal latitude is changed from 70 deg to
69 deg at the time of 480 s. The total change of target is more than 250 km.

Table 6.2. Mission changes

Case Time (s) Terminal states

Case 1 480 (θf , φf )=(14 deg, 69 deg)
Case 2 480 (hf , θf )=(24 km, 10 deg)
Case 3 720 (hf , φf )=(24 km, 69 deg)
Case 4 720 (θf , φf )=(10 deg, 71 deg)

The simulation results are shown in Figs. 6.14-6.17, which indicate that the online
entry guidance algorithm can generate the new reference trajectories autonomously
in response to the mission changes during flight, and the new reference trajectories
can be accurately tracked by the closed-loop optimal feedback guidance laws. To
make the progression of trajectories corresponding to the mission changes clearer, the
 166

trajectories for all guidance cycles after mission changes are shown with colors from
“cool” (blue) to “warm” (red) in Figs. 6.14-6.17. As can be seen from the zoom-in
views, the trajectories can switch to the optimal one which satisfies the new mission
requirements in several guidance cycles (such as Case 1 and Case 2). For some cases
(such as Case 3 and Case 4), the vehicle takes fewer guidance cycles and gradually
flies to the new trajectory toward the new targets. The path constraints for the four
cases are presented in Figs. 6.18-6.20. We can see that the closed-loop trajectories
satisfy the constraints on heat rate, normal load, and dynamic pressure all the time
by the optimal feedback guidance laws. Furthermore, the bank angle profiles are
shown in Fig. 6.21, which shows that the reference bank angle control profile is very
smooth and can be accurately tracked by the closed-loop optimal feedback guidance
law.
In addition, the time cost of reference trajectory generation and optimal tracking
guidance determination in each guidance cycle is recorded for Case 1 and shown in
Fig. 6.22. The CPU time taken by ECOS for each guidance cycle is less than 0.5
seconds in MATLAB on a MacBook Pro with a 64-bit Mac OS and an Intel Core
i5 2.5GHz processor. Additionally, the execution time exhibits a decreasing trend,
because less nodes are needed to ensure the accuracy of discretization and the scale of
Problem 6.2 becomes smaller as the vehicle approaches the target. However, Fig. 6.22
only shows a relative sense of the time cost in each guidance cycle. To normalize the
CPU processing time and assess the practicality of the proposed entry guidance algo-
rithm, the MATLAB bench function is used to run the six different MATLAB tasks
(i.e. LU, FFT, ODE, Sparse, 2-D, and 3-D) three times, and the execution speed
is measured and compared with several other computers in Fig. 6.23. The bar chart
shows the execution speed, which is inversely proportional to time. The longer bars
represent faster machines, and the shorter bars represent the slower ones. The aver-
age execution times of the six tasks are [0.4535; 0.1081; 0.1826; 0.1538; 0.8375; 0.8925]
seconds on the laptop used for the simulations in this chapter. This benchmark is
intended to estimate the potential processor impact on the performance of the algo-
 167

rithm. We can see that the computational efficiency could be further improved if the
simulation environment is changed to take advantage of compiled programs or more
powerful processors.
From the above results, we can see that the autonomous entry guidance algorithm
proposed in this chapter not only can generate near-optimal reference trajectories
online, but also can track the reference trajectories accurately under uncertainties and
mission changes with guaranteed satisfaction of the path constraints. The solution
process is very fast and has great potential for onboard applications.

Figure 6.14. Latitude longitude profiles for Case 1.

 168

Figure 6.15. Altitude longitude profiles for Case 2.

Figure 6.16. Altitude latitude profiles for Case 3.

 169

Figure 6.17. Latitude longitude profiles for Case 4.

Figure 6.18. Heat rate constraints for four cases.

 170

Figure 6.19. Normal load constraints for four cases.

Figure 6.20. Dynamic pressure constraints for four cases.

 171

Figure 6.21. Bank angle profiles for Case 1.

Figure 6.22. CPU time cost in each guidance cycle for Case 1.
 172

Figure 6.23. CPU time benchmark.

 173

7. CONCLUSIONS AND FUTURE WORK

7.1 Summary and Contributions

Motivated by the trend of CG&C and the previous work on convex optimization
for aerospace G&C problems, more complicated problems in aerospace engineering
are investigated in this dissertation. The most important contribution of this dis-
sertation is the development of sequential convex programming methods that make
it feasible to solve more difficult optimal control problems in aerospace G&C in real
time for onboard applications. Low-thrust orbit transfers, hypersonic entry trajectory
optimization, and autonomous guidance system design are investigated and solved by
convex optimization in this dissertation.
To generate the three-dimensional minimum-fuel low-thrust trajectories in real
time, an SCP approach is designed based on a direct method. The major challenges
inhabiting the nonlinear optimal control problem associated with the fuel-optimal
low-thrust transfer are the high nonlinearity and severe coupling of states and control
in the dynamics, which add difficulties to the convergence of general NLP algorithms.
To address these issues, a series of transformation and relaxation techniques are em-
ployed to convert the original problem into a convex framework through change of
variables, convexification of control constraints, and successive linear approximations
of dynamics. Then, an SCP method is designed to find an approximate optimal so-
lution to the original problem by solving a sequence of SOCP problems, which can
be readily solved by the state-of-the-art IMP. Numerical simulations of an Earth-to-
Mars orbit transfer problem show strong evidence of convergence and accuracy of the
proposed methodology by comparing with a general nonlinear solver GPOPS, and the
optimality and feasibility of the converged solutions are also verified. As observed in
the simulation results, the successive process converges in a few steps and 2-3 seconds
 174

of CPU time. As such, the developed sequential convex method is expected to provide
a reliable and rapid solution approach to onboard low-thrust transfer applications.
To explore the feasibility of convex optimization in solving the minimum-time
low-thrust orbit transfer problem, a similar direct successive convex programming
approach is designed. By introducing a new independent variable, the time-optimal
orbital transfer problem is reformulated as a constrained nonlinear optimal control
problem. Through a change of variables and relaxation of the control constraints, the
nonlinearity of the problem is reduced, and an SCP method is developed to solve the
problem. The convergence of the proposed SCP method is demonstrated by a two-
dimensional Earth-to-Mars low-thrust transfer problem, and its accuracy and compu-
tational performance are also studied by comparing with GPOPS for the cases with
lower levels of thrust and higher number of revolutions. This work is not intended to
study high-fidelity low-thrust orbit transfer problems. The goal is to demonstrate that
convex optimization can be successfully applied to the optimization of minimum-time
low-thrust transfers. As demonstrated in the simulation results, the proposed SCP
method is capable of generating optimal solutions for time-optimal low-thrust orbit
transfer problems with relatively stable convergence and fast computational speed.
Consequently, the developed method has great potential for onboard applications.
To further demonstrate the capability of convex optimization in rapid trajectory
design, the SCP method is extended to handle three-dimensional planetary entry tra-
jectory optimization problems. A novel SCP approach is designed to solve the highly
nonlinear optimal control problems associated with hypersonic entry based on the idea
of successively linearizing the nonconvex objective, dynamics, and path constraints.
The main contribution is the decoupling of states and control by defining new state
and control variables and the formulation of the original problem as a sequence of
finite-dimensional convex optimization problems, specifically as a sequence of SOCP
problems. The original time-based equations of motion are used, and no assumptions
or approximations are made to calculate velocity. The existence and convergence of
the basic SCP approach is partially proved where currently possible. Two entry cases
 175

- minimum-terminal-velocity entry and minimum-heat-load entry - are provided to

verify the effectiveness of the basic SCP algorithm.
Following the basic SCP algorithm, two improved SCP algorithms are proposed for
hypersonic entry trajectory optimization problems. The line-search SCP algorithm
chooses a search direction from the current point and then identifies an appropriate
step length along this direction with a lower function value. In the trust-region SCP
algorithm, a maximum trust-region radius is chosen first, and then a direction and
step length are found to attain a better improvement. The merit function is used
in the development of these two algorithms. In line-search SCP, the merit function
controls the step length, while in trust-region SCP it determines whether the itera-
tion is accepted or rejected and adjusts the trust-region radius if needed. In addition,
slack variables and virtual controls are introduced into the algorithms to address the
artificial infeasibility issue and further improve the robustness of the algorithms. Sim-
ulation results of a maximum-terminal-velocity entry trajectory optimization problem
are presented to demonstrate the validity and performance of the improved SCP algo-
rithms. In the investigation of hypersonic entry trajectory optimization problems, the
proposed SCP methods take more iterations to converge than the low-thrust transfer
problems; however, stable and fast convergence can always be observed comparing to
the NLP solver GPOPS.
To meet the demands of highly autonomous entry guidance systems for advanced
hypersonic vehicles, an online entry guidance algorithm is also proposed in this dis-
sertation based on the studies of entry trajectory optimization using convex optimiza-
tion. The entry guidance algorithm follows the basic reference-tracking scheme and
consists of two modules: the online reference trajectory generation by SOCP and the
optimal feedback tracking guidance design by QCQP, both of which can be solved by
IPM very efficiently. The effectiveness and performance of the developed online entry
guidance algorithm is demonstrated through comparison simulations with the offline
method. Compared with the numerical predictor-corrector algorithms and other ex-
isting entry guidance algorithms, more verification and validation needs to be done
 176

for this newly proposed entry guidance algorithm; however, the preliminary results
of simulation and evaluation demonstrate that this new approach has high accuracy,
enables autonomy, and ensures satisfaction of the path constraints, even in the pres-
ence of uncertainties and mission changes. The high efficiency shows the promising
potential of this numerical entry guidance algorithm for onboard applications. As
such, the online autonomous entry guidance algorithm developed in this dissertation
provides an option for CG&C of hypersonic vehicles.

7.2 Recommendations for Future Work

The development of the SCP method and its applications for aerospace G&C
problems are still in the early stage. A lot of issues need to be addressed to further
improve the robustness and efficiency of the SCP algorithms. Recommendations for
extending this investigation are as follow:

1) In this dissertation, only two-dimensional minimum-time low-thrust transfer prob-

lem is considered. In the future, the three-dimensional time-optimal low-thrust
trajectory design problems will be explored, where new independent variables
might be defined to facilitate the convex programming approach. Additionally,
various perturbations will be considered in the design of low-thrust trajectories.
When the spacecraft trajectories are characterized by very low thrust levels, aero-
dynamic drag, third-body perturbations, and forces due to oblateness may domi-
nate the thrust.

2) As discussed in this dissertation, only fixed-flight-time entry problems are solved.

To expand the scope of problems that can be solved using convex optimization,
free-flight-time entry trajectory optimization problems will be addressed in the
future. One option is to normalize the time to the range of [0, 1], multiply the
dynamics by the tf parameter, and solve as a “fixed-flight-time” problem. An
alternative option is to choose a new independent variable, rewrite the dynamics
and problem formulation, and then solve as a “fixed-flight-time” problem.
 177

3) In this investigation, a predetermined sequence of angle of attack is applied in

entry trajectory optimization and the only physical control that determines the
trajectory is the bank angle. In the future, potential work could be conducted
to generate optimal three-dimensional entry trajectories by optimizing angle of
attack and bank angle simultaneously.

In addition, theoretical development of the SCP method is valuable to be further

explored for trajectory design and other applications. Recommended extensions to
the current theoretical work include the following items:

1) One of the biggest challenges is to generate a good initial guess for the SCP
method. No initial guesses are needed for convex optimization algorithms such as
IPM to solve a single convex problem. For SCP methods, however, good initial
guesses are required and the results depend a lot on the starting points. Clearly,
the best initial guess is the actual solution, however the solution of the system is
not known a priori, so potential techniques are desired to find a good initial guess
for the SCP methods.

2) Numerical simulations show a strong evidence of convergence of the SCP methods

in solving low-thrust and entry trajectory optimization problems. However, a com-
plete theoretical proof of convergence of the SCP algorithm for general nonconvex
optimal control problems is still an open challenge because the objective func-
tional may not be in convex form and nonconvex terms are naturally included in
the dynamics for most cases. The existing work mainly focuses on the applications
of the SCP methods, and the convergence proof receives very limited attention.
Future work will focus on the convergence proof of the SCP methods for more
general optimal control problems, and the SCP method will be shown to converge
to a KKT point of the original nonconvex problem based on the convexification
of the dynamics and the discretization of the original problem.

3) In this dissertation, generic solvers, such as ECOS, SeDuMi, and SDPT3, are used
to solve the problems. When the stability and efficiency of the SCP algorithms
 178

are improved, specific effort can be made to design convex optimization algorithms
tailored to solve specific application problems such as low-thrust transfer problems
and entry trajectory optimization problems. Future work is needed to implement
such algorithms in computing hardware environment and conduct ground tests for
real-time onboard applications.
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 179

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VITA
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VITA

Zhenbo Wang is from the city of Xuzhou, China, where he completed his high-
school education in June 2006. In 2010, he received his Bachelor’s degree in Aerospace
Engineering from Nanjing University of Aeronautics and Astronautics, Nanjing, China.
Then, he moved to Beijing and enrolled at Beihang University (formerly known as
Beijing University of Aeronautics and Astronautics) for his Master’s degree. During
his time at Beihang, he worked under the guidance of Professor Qingzhen Zhang. He
received his Master’s degree in Control Engineering in January 2013. From 2013 to
2014, he worked as a Project Manager at Sysware Technology in Beijing. In 2014,
Zhenbo moved to Purdue University for his doctoral degree and joined the Rapid De-
sign of Systems Laboratory (RDSL) under the guidance of Professor Michael J. Grant.
Zhenbo has served as a reviewer for four leading international journals in aerospace
engineering. He was selected as a finalist for the AIAA Guidance, Navigation, and
Control Conference Best Paper Award (2018). His research interests are in the area
of guidance, control, and dynamics, and specifically include optimal control theory
and convex optimization with applications to computational guidance, control, and
autonomous trajectory optimization of space transportation systems and air vehicles.
PUBLICATIONS
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PUBLICATIONS

Peer-Reviewed Journal Papers:

1. Z. B. Wang and M. J. Grant, Autonomous Entry Guidance for Hypersonic

Vehicles by Convex Optimization, Journal of Spacecraft and Rockets, available
online, 29 March 2018. doi: 10.2514/1.A34102

2. Z. B. Wang and M. J. Grant, Minimum-Fuel Low-Thrust Transfers for Space-

craft: A Convex Approach, IEEE Transactions on Aerospace and Electronic
Systems, available online, 5 March 2018. doi: 10.1109/TAES.2018.2812558

3. Z. B. Wang and M. J. Grant, Optimization of Minimum-Time Low-Thrust

Transfers using Convex Programming, Journal of Spacecraft and Rockets, avail-
able online, 23 November 2017. doi: 10.2514/1.A33995

4. Z. B. Wang and M. J. Grant, Constrained Trajectory Optimization for Plane-

tary Entry via Sequential Convex Programming, Journal of Guidance, Control,
and Dynamics, Vol. 40, No. 10, 2017, pp. 2603-2615. doi: 10.2514/1.G002150

5. L. Cheng, Z. B. Wang, Y. Cheng, Q. Z. Zhang, and K. Ni, Multi-Constrained

Predictor-Corrector Reentry Guidance for Hypersonic Vehicles, Proceedings of
the IMechE, Part G: Journal of Aerospace Engineering, available online, 24 Au-
gust 2017. doi: 10.1177/0954410017724185

Conference Papers:

1. Z. B. Wang and M. J. Grant, Near-Optimal Entry Guidance for Reference

Trajectory Tracking via Convex Optimization, (AIAA 2018-0013) AIAA Atmo-
spheric Flight Mechanics Conference, Kissimmee, Florida, January 2018. doi:
10.2514/6.2018-0013
 189

2. Z. B. Wang and M. J. Grant, A Convex Approach to Minimum-Time Low-

Thrust Trajectory Optimization, (AIAA 2018-1577) AIAA Guidance, Naviga-
tion, and Control Conference, Kissimmee, Florida, January 2018. doi: 10.2514/6.2018-
1577 (Finalist in Student Paper Competition)

3. Z. B. Wang and M. J. Grant, Hypersonic Trajectory Optimization by Sequen-

tial Semidefinite Programming, (AIAA 2017-0248) AIAA Atmospheric Flight
Mechanics Conference, Grapevine, Texas, January 2017. doi: 10.2514/6.2017-
0248 (Second Place in Student Paper Competition)

4. Z. B. Wang and M. J. Grant, Constrained Trajectory Optimization for Plan-

etary Entry via Sequential Convex Programming, (AIAA 2016-3241) AIAA
Atmospheric Flight Mechanics Conference, Washington DC, June 2016. doi:
10.2514/6.2016-3241