The automatic solution of a certain class of optimal control problems is described in this chapter. Optimal control problems involve the solution of two-point boundary value problems. The derivatives in the two-point boundary value equations are evaluated automatically and the complete solution of the optimal control problem is obtained. None of the derivatives usually associated with the Euler-Lagrange equations, Pontryagin–s maximum principle, the Newton-Raphson method, or the gradient method need be calculated by hand. Depending on the problem and the method of solution used, the user of the program need only specify the initial conditions and the terminal time, and input one of the following by calling the appropriate FORTRAN subroutines: (i) the integrand of the cost functional and the differential constraints if applicable, (ii) the integrand of the cost functional and the Hamiltonian function, or (iii) only the Hamiltonian function.
KeywordsOptimal Control Problem Hamiltonian Function Terminal Time Grid Interval Automatic Solution
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