SQP-methods for solving optimal control problems with control and state constraints: Adjoint variables, sensitivity analysis and real-time control (Q1578849): Difference between revisions

Control systems described by nonlinear ordinary differential equations depending on parameters are considered in this paper. A performance index is minimized with respect to mixed state-control constraints. The problem is transcribed into a nonlinear programming problem by discretization of the continuous optimization problem. Sequential quadratic programming (SQP) methods are proposed as solver. The estimation of the adjoint variables is discussed. Second-order sufficient conditions for the optimal solution are derived. A first-order Taylor expansion is used for a fast online approximation for the perturbed solution. Sensitivity analysis for the perturbed optimal control problem is investigated. The results are illustrated by two numerical examples.