B.C. Fabien (USA)
dynamic system optimization; nonlinear optimal control
This paper describes the ANSI C/C++ computer program dsoa, which implements an algorithm for the approximate solution of dynamics system optimization problems. The algorithm is a direct method that can be applied to the optimization of dynamic systems described by index 1 differential-algebraic equations (DAEs). The numerical techniques employed transform the dynamic system optimization problem into a parameter optimization problem by; (i) parameterizing the control input as piecewise constant on a fixed mesh, and (ii) approximating the DAEs using a linearly implicit Runge-Kutta method. The resultant nonlinear programming (NLP) problem is solved via a sequential quadratic programming technique. The paper also presents examples that illustrate the use of the package.
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