A Chebyshev pseudospectral method for nonlinear constrained optimal control problems

We analyze a few long-standing issues related to the Chebyshev pseudospectral (PS) approximations of nonlinear constrained optimal control problems. The feasibility and consistency of a Chebyshev PS method are demonstrated. We also show that the standard primal-dual closure conditions can be mapped to primal-only closure conditions. The primal-only closure condition facilitates an easy computation of the problem covectors which can be used to verify and validate the computational solution by way of the continuous-time necessary conditions.