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Numerical solution of dynamic optimization problems using parametrization and \(\text{Op}^{\text{ti}}\text{A}\) software. (English) Zbl 0859.65062

An interactive environment for the solution of mathematical programming problems is discussed. It is shown how to solve various optimal control problems in this environment.

MSC:

65K05 Numerical mathematical programming methods
65K10 Numerical optimization and variational techniques
49L20 Dynamic programming in optimal control and differential games
90C30 Nonlinear programming
90C39 Dynamic programming

Software:

PADMOS; PCOMP; FSQP; LANCELOT
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References:

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