We address optimal control problems for nonlinear systems with pathwise state-constraints. These are challenging non-linear problems for which the number of discretization points is a major factor determining the computational time. Also, the location of these points has a major impact in the accuracy of the solutions. We propose an algorithm that iteratively finds an adequate time-grid to satisfy some predefined error estimate on the obtained trajectories, which is guided by information on the adjoint multipliers. The obtained results show a highly favorable comparison against the traditional equidistant–spaced time–grid methods, including the ones using discrete–time models. This way, continuous–time plant models can be directly used. The discretization procedure can be automated and there is no need to select a priori the adequate time step. Even if the optimization procedure is forced to stop in an early stage, as might be the case in real–time problems, we can still obtain a meaningful solution, although it might be a less accurate one. The extension of the procedure to a Model Predictive Control (MPC) context is proposed here. By defining a time–dependent accuracy threshold, we can generate solutions that are more accurate in the initial parts of the receding horizon, which are the most relevant for MPC.

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