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Solving higher index DAE optimal control problems. (English) Zbl 1355.65081

Summary: A number of methods is proposed for solving optimal control problems where the process being optimized is described by a differential algebraic equation (DAE). However, many of these methods require special circumstances to hold or the user to have special software. In this paper we go over many of these options and discuss what is usually necessary for them to be successful. We use a nonlinear index three control problem to illustrate many of our observations.

MSC:

65K10 Numerical optimization and variational techniques
49J15 Existence theories for optimal control problems involving ordinary differential equations
65L80 Numerical methods for differential-algebraic equations
49M05 Numerical methods based on necessary conditions
49M25 Discrete approximations in optimal control

Software:

GPOPS; Matlab; SOCS; GENDA

References:

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