An SQP method for the optimal control of large-scale dynamical systems (Q1578856): Difference between revisions

Large scale dynamical systems described by ordinary differential equations are considered. A cost function is to be minimized such that additional inequality constraints are satisfied. Piecewise polynomials are used for representation of the control input. For problem solution the polynomial coefficients must be determined. The problem is discretized by using the multiple shooting method and then transcribed into a nonlinear programming problem with equality and inequality constraints. A sequential quadratic programming (SQP) method is used for solving the optimization problem. It is shown that the complexity of the problem can be reduced by exploiting the special structure of the equations. The method is illustrated by an optimal temperature control problem. The numerical solution is obtained by solving a semidiscretized partial differential equation.