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From: Andreas Kardamakis on 30 Apr 2007 09:28
Hello Everybody,

I have a question concerning solving optimal control problems using
Pontryagin's maximum principle.

I have my system dynamics x' = f(x(t),u(t),t) in state space form.

I have my costate equation: -l' = dH/dx, where l are the lagrangian
multipliers, H is the Hamiltonian. H = L + l*({f[x(t),u(t),t]-x'})

Scope is to find u(t)* that minimizes J which is the time integral of
L[x(t),u(t),t] and is the cost function.

It is essentially a boundary value problem with ODE the system
dynamics and constrained by the costate differential.

How do I solve this kind of problem using MATLAB?

Thanks in advance.

andreas
From: Marcus M. Edvall on 30 Apr 2007 20:10
Hi Andreas,

There are a few optimal control packages available as part of TOMLAB.

All the best, Marcus
Tomlab Optimization Inc.
<http://tomopt.com/tomlab/>
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