Abstract
Techniques for the numerical solution of optimal control problems can be broadly divided into direct methods and indirect methods (Bock, 1978; Stryk and Bulirsch, 1992). In the direct method, the state and control variables are parameterized using a piecewise polynomial approximation, or global expansion (Nagurka and Yen, 1990). Inserting these approximations into the cost functional, dynamic equations, constraints and boundary conditions leads to a static parameter optimization problem. This chapter will develop a direct method using the results presented in Chapters 1, 2, 3 and 4.
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© 1999 Springer Science+Business Media Dordrecht
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Agrawal, S.K., Fabien, B.C. (1999). Dynamic Optimization: Direct Solution. In: Optimization of Dynamic Systems. Solid Mechanics and Its Applications, vol 70. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-9149-2_5
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DOI: https://doi.org/10.1007/978-94-015-9149-2_5
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-5205-6
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