Rocket Control

This tutorial was generated using Literate.jl. Download the source as a .jl file.

This tutorial was originally contributed by Iain Dunning.

The purpose of this tutorial is to demonstrate how to setup and solve a nonlinear optimization problem.

The example is an optimal control problem of a nonlinear rocket.


The JuMP extension InfiniteOpt.jl can also be used to model and solve optimal control problems.

This tutorial uses the following packages:

using JuMP
import Ipopt
import Plots


Our goal is to maximize the final altitude of a vertically launched rocket.

We can control the thrust of the rocket, and must take account of the rocket mass, fuel consumption rate, gravity, and aerodynamic drag.

Let us consider the basic description of the model (for the full description, including parameters for the rocket, see COPS3).

There are three state variables in our model:

  • Velocity: $x_v(t)$
  • Altitude: $x_h(t)$
  • Mass of rocket and remaining fuel, $x_m(t)$

and a single control variable:

  • Thrust: $u_t(t)$.

There are three equations that control the dynamics of the rocket:

  • Rate of ascent: $\frac{d x_h}{dt} = x_v$
  • Acceleration: $\frac{d x_v}{dt} = \frac{u_t - D(x_h, x_v)}{x_m} - g(x_h)$
  • Rate of mass loss: $\frac{d x_m}{dt} = -\frac{u_t}{c}$

where drag $D(x_h, x_v)$ is a function of altitude and velocity, gravity $g(x_h)$ is a function of altitude, and $c$ is a constant.

These forces are defined as:

\[D(x_h, x_v) = D_c \cdot x_v^2 \cdot e^{-h_c \left( \frac{x_h-x_h(0)}{x_h(0)} \right)}\]

and $g(x_h) = g_0 \cdot \left( \frac{x_h(0)}{x_h} \right)^2$

We use a discretized model of time, with a fixed number of time steps, $T$.

Our goal is thus to maximize $x_h(T)$.


All parameters in this model have been normalized to be dimensionless, and they are taken from COPS3.

h_0 = 1                      # Initial height
v_0 = 0                      # Initial velocity
m_0 = 1.0                    # Initial mass
m_T = 0.6                    # Final mass
g_0 = 1                      # Gravity at the surface
h_c = 500                    # Used for drag
c = 0.5 * sqrt(g_0 * h_0)    # Thrust-to-fuel mass
D_c = 0.5 * 620 * m_0 / g_0  # Drag scaling
u_t_max = 3.5 * g_0 * m_0    # Maximum thrust
T_max = 0.2                  # Number of seconds
T = 1_000                    # Number of time steps
Δt = 0.2 / T;                # Time per discretized step

JuMP formulation

First, we create a model and choose an optimizer. Since this is a nonlinear program, we need to use a nonlinear solver like Ipopt. We cannot use a linear solver like HiGHS.

model = Model(Ipopt.Optimizer)

Next, we create our state and control variables, which are each indexed by t. It is good practice for nonlinear programs to always provide a starting solution for each variable.

@variable(model, x_v[1:T] >= 0, start = v_0)           # Velocity
@variable(model, x_h[1:T] >= 0, start = h_0)           # Height
@variable(model, x_m[1:T] >= m_T, start = m_0)         # Mass
@variable(model, 0 <= u_t[1:T] <= u_t_max, start = 0); # Thrust

We implement boundary conditions by fixing variables to values.

fix(x_v[1], v_0; force = true)
fix(x_h[1], h_0; force = true)
fix(x_m[1], m_0; force = true)
fix(u_t[T], 0.0; force = true)

The objective is to maximize altitude at end of time of flight.

@objective(model, Max, x_h[T])

\[ x\_h_{1000} \]

Forces are defined as functions:

D(x_h, x_v) = D_c * x_v^2 * exp(-h_c * (x_h - h_0) / h_0)
g(x_h) = g_0 * (h_0 / x_h)^2
g (generic function with 1 method)

The dynamical equations are implemented as constraints.

ddt(x::Vector, t::Int) = (x[t] - x[t-1]) / Δt
@constraint(model, [t in 2:T], ddt(x_h, t) == x_v[t-1])
    [t in 2:T],
    ddt(x_v, t) == (u_t[t-1] - D(x_h[t-1], x_v[t-1])) / x_m[t-1] - g(x_h[t-1]),
@constraint(model, [t in 2:T], ddt(x_m, t) == -u_t[t-1] / c);

Now we optimize the model and check that we found a solution:

@assert is_solved_and_feasible(model)
* Solver : Ipopt

* Status
  Result count       : 1
  Termination status : LOCALLY_SOLVED
  Message from the solver:

* Candidate solution (result #1)
  Primal status      : FEASIBLE_POINT
  Dual status        : FEASIBLE_POINT
  Objective value    : 1.01278e+00
  Dual objective value : 4.66547e+00

* Work counters
  Solve time (sec)   : 1.99749e-01
  Barrier iterations : 24

Finally, we plot the solution:

function plot_trajectory(y; kwargs...)
    return Plots.plot(
        (1:T) * Δt,
        xlabel = "Time (s)",
        legend = false,

    plot_trajectory(x_h; ylabel = "Altitude"),
    plot_trajectory(x_m; ylabel = "Mass"),
    plot_trajectory(x_v; ylabel = "Velocity"),
    plot_trajectory(u_t; ylabel = "Thrust");
    layout = (2, 2),
Example block output

Next steps

  • Experiment with different values for the constants. How does the solution change? In particular, what happens if you change T_max?
  • The dynamical equations use rectangular integration for the right-hand side terms. Modify the equations to use the Trapezoidal rule instead. (As an example, x_v[t-1] would become 0.5 * (x_v[t-1] + x_v[t]).) Is there a difference?