Feasible direction algorithm for optimal control problems with state and control constraints: Implementation

In this paper, we describe the implementation aspects of an optimization al gorithm for optimal control problems with control, state, and terminal cons traints presented in our earlier paper. The important aspect of the impleme ntation is that, in the direction-finding subproblems, it is necessary only to impose the state constraint at relatively few points in the time involv ed. This contributes significantly to the algorithmic efficiency. The algor ithm is applied to solve several optimal control problems, including the pr oblem of the abort landing of an aircraft in the presence of windshear.