Algorithms for Nonlinear Optimal Control Problems Based on the First and Second Order Necessary Conditions


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Abstract

We develop an algorithmic support for some classes of nonlinear optimal control problems. We propose several algorithms based on the first- and second order necessary conditions for solving optimal control problems with constraints on control. Efficiency of the algorithms is confirmed by solving various test and applied optimal control problems.

About the authors

A. I. Tyatyushkin

Matrosov Institute for System Dynamics and Control Theory SB RAS

Author for correspondence.
Email: tjat@icc.ru
Russian Federation, 134, Lermontov St, Irkutsk, 664033

T. S. Zarodnyuk

Matrosov Institute for System Dynamics and Control Theory SB RAS

Email: tjat@icc.ru
Russian Federation, 134, Lermontov St, Irkutsk, 664033

A. Yu. Gornov

Matrosov Institute for System Dynamics and Control Theory SB RAS

Email: tjat@icc.ru
Russian Federation, 134, Lermontov St, Irkutsk, 664033


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