Computational sensitivity analysis for state constrained optimal control problems

A theoretical sensitivity analysis for parametric optimal control problems subject to pure state constraints has recently been elaborated in [7,8]. Th e articles consider both first and higher order state constraints and devel op conditions for solution differentiability of optimal solutions with resp ect to parameters. In this paper, we treat the numerical aspects of computi ng sensitivity differentials via appropriate boundary value problems. In pa rticular, numerical methods are proposed that allow to verify all assumptio ns underlying solution differentiability. Three numerical examples with sta te constraints of order one, two and four are discussed in detail.