Order of Convergence in the Direct Transcription Solution of Optimal Control Problems

In the direct transcription approach to the numerical solution of optimal control problems, the optimal control problem is discretized and the resulting nonlinear programming problem is solved numerically. There has been considerable study over the last 10 years on order of convergence of cost, state, multipliers, and control. This paper discusses these questions, and the highly technical results in the literature, in the context of their implications for industrial grade optimal control packages.