An efficient algorithm for solving optimal control problems with linear terminal constraints |
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Authors: | Sirisena H Chou F |
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Affiliation: | University of Cantebury, Christchurch, New Zealand; |
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Abstract: | The optimization of nonlinear systems subject to linear terminal state variable constraints is considered. A technique for solving this class of problems is proposed that involves a piecewise polynomial parameterization of the system variables. The optimal control problem is thereby reduced to a linearly constrained parameter optimization problem which can be solved efficiently using the quadratically convergent Gold-farb-Lapidus algorithm. Illustrative numerical examples are presented. |
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