SOME TOOLS FOR THE DIRECT SOLUTION OF OPTIMAL-CONTROL PROBLEMS

This paper describes two ANSI C subroutines for the direct solution of finite time optimal control problems. Here the control variable is pa rameterized using a piecewise linear approximation. The resultant nonl inear programming problem (NLP) is solved using the sequential unconst rained minimization technique (SUMT) and the sequential quadratic prog ramming (SQP) method. These methods are embedded in the computer codes dyn_sumt and dyn_sqp, respectively. Both subroutines are used to solv e more than 26 optimal problems that have appeared in the literature. The paper compares the computational efficiency of both codes as well as techniques for computing the gradient of the cost function and cons traints of the optimal control problem. (C) 1998 Elsevier Science Ltd.