Abstract
In this chapter we derive necessary conditions for optimality (NCO) that can identify candidates for a solution of an OCP. We introduce analytical methods of solving the OCPs. Next, we discuss how gradients to optimisation criterion w.r.t. optimisation variables can be gathered. These represent a key issue in solving the OCP numerically. We present a few most popular numerical methods used to solve the problem of optimal control. We also discuss closed-loop implementation, handling of disturbances and nonlinear state-feedback control.
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Notes
- 1.
For further explanation see [16].
- 2.
In this case, an \(\ell _1\) norm is used in the objective and the controls are restricted to not change a sign.
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Paulen, R., Fikar, M. (2016). Solution of Optimal Control Problems. In: Optimal Operation of Batch Membrane Processes. Advances in Industrial Control. Springer, Cham. https://doi.org/10.1007/978-3-319-20475-8_3
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