More Dynamic Optimization Benchmarks


Objective: Set up and solve several dynamic optimization benchmark problems. Create a program1 to optimize and display the results. Estimated Time (each): 30 minutes

Aly-Chan Singular Control Problem2

  • Solve the following nonlinear and constrained problem.
  • The objective is to minimize final state x3(pi/2) by adjusting the value of u.
  • Compare to the exact solution of u(t)= -sin(t).

Aly Singular Control Problem

See estimation example using the same model to explain estimator objectives.

Catalyzed Reaction

Commercial Fishery

Jennings Problem

Luus Problem


  1. Hedengren, J. D. and Asgharzadeh Shishavan, R., Powell, K.M., and Edgar, T.F., Nonlinear Modeling, Estimation and Predictive Control in APMonitor, Computers and Chemical Engineering, Volume 70, pg. 133–148, 2014. Article
  2. Aly G.M. and Chan W.C. Application of a modified quasilinearization technique to totally singular optimal problems. International Journal of Control, 17(4): 809-815, 1973.