Dynamic Programming Method for Constrained Discrete-Time Optimal Control
作者： C. R. Dohrmann , R. D. Robinett
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摘要: A dynamic programming method is presented for solving constrained, discrete-time, optimal control problems. The based on an efficient algorithm the subproblems of sequential quadratic programming. By using interior-point to accommodate inequality constraints, a modification existing equality constrained problems can be used iteratively solve subproblems. Two test and two application are presented. examples include rest-to-rest maneuver flexible structure brachistochrone problem.
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