Successive approximation method for non‐linear optimal control problems with application to a container crane problem

Abstract

AbstractA numerical method is proposed to solve a non‐linear optimal control problem with terminal state constraints, inequality state constraints and control saturation constraints. The method solves this problem directly and without employing penalty functions. First, the problem is reformulated, using the quasilinearization and the state parameterization techniques, into a sequence of quadratic programming problems. Then the resulting quadratic programming problems are solved by the active set method. The proposed method is applied to a practical optimal control problem of minimizing the swing angle of a container during its transfer from a ship to a truck. Copyright © 2002 John Wiley & Sons, Ltd.