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.
- 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
- 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.