Abstract
A discrete optimal control problem can always be treated as a conventional mathematical program but the dimension of the latter depens on N, the number of stages, and can, therefore, be forbiddingly high. In this paper we exploit the structure of the optimal control problem and present a version of a conventional sequential quadratic programming algorithm which merely requires, at each iteration, the solution of N quadratic sub-problems of dimension m (equal to that of the control) rather than the solution of one quadratic sub-problem of dimension Nm as required by the mathematical programming formulation.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
