Optimal Control Problem (OCP) solvers are a powerful tool for designing control strategies that optimize a given objective function subject to constraints. They are widely used in engineering, economics, finance, and management, and are applied to a wide range of problems to find optimal solutions that minimize costs, maximize profits, reduce risk, or achieve other desired outcomes. The control strategy is typically represented as a function of time that maps the control input (manipulated variable) to the state of the system. The state of the system is determined by a set of differential equations, and the objective function is a measure of the system performance over a time horizon.
Objective: Set up and solve several OCP benchmarks. Create a program to optimize and display the results. Estimated Time (each): 30 minutes
See estimation example using the same model to explain estimator objectives.