Computational Algorithm for Solving a Class of Optimal Control Problems.

C.H. Huang and C.H. Tseng (Taiwan)


optimal control problem, nonlinear programming,discretization and parameterization techniques, admissible optimal control formulation.


This paper focuses on the numerical methods for solving the optimal control problems. An optimal control problem (OCP) solver is proposed to solve efficiently the optimal control problems in the engineering applications. In last two decades, discretization and parameterization techniques had been used to convert the optimal control problem into the nonlinear programming problem and then it can be solved it by using the standard optimization software. In this paper, a developed optimal control analytical module, an OCP solver, is integrated with the optimization software, MOST. A systematic procedure for solving optimal control problem by using the OCP solver is also proposed. Two various types of the optimal control problems presented in the literatures are chosen to verify the accuracy and efficiently for the OCP solver. From the numerical results in this paper, the trajectories for state and control variables agree with literatures' results. Therefore, the capability and accuracy of the OCP solver is demonstrated and it can facilitate engineers to solve various optimal control problems with a systematic and efficient procedure.

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