Automatic solution of optimal-control problems. IV. gradient method

摘要

An automatic method for obtaining the numerical solution of first-order nonlinear optimal-control problems is described. The nonlinear two-point boundary-value problem is solved using the gradient method for obtaining successive approximations of the solution. The derivatives required for the solution of the problem are computed automatically using the table method. The user of the program need only input the integrand of the cost functional and the Hamiltonian and specify the initial conditions and the terminal time. None of the derivatives usually associated with Pontryagin's maximum principle and the gradient method need be calculated by hand. Examples are given with numerical results.