Numerical solution of dynamic optimization problems using parametrization and OptiA software

摘要

A user-friendly window-driven interaction environment called OptiA for the effective solution of mathematical programming problems is described briefly. It enables a straightforward solution of various frequently encountered classes of parameter optimization problems, including nonsmooth, minimax, and multicriterial ones. Realizing the fact that most of the optimal control problems, either continuous time or discrete time, can be alternatively expressed in a mathematical programming framework, one can use the current system for their solution, at least for some classes of such problems. Especially for continuous-time optimal control problems the appropriate parametrization results in reasonably manageable nonlinear mathematical programming problems.