Practical Methods for Optimal Control Using Nonlinear Programming, Third Edition [Bookshelf]

Abstract

The review of this book is centered on the sheer quality and profoundness with which the author guides a reader through all aspects of solving a general optimal control problem numerically. The basis of the methodology is nonlinear programming, and when traversing the book, the author makes it abundantly clear that optimal control is inextricably bound to nonlinear programming. In fact, the connection the author makes between nonlinear programming and optimal control is so strong that it makes it wholly evident that optimal control problems cannot be solved numerically unless sophisticated techniques for discretizing differential equations (the optimal control side of things) are developed along with equally sophisticated approaches for solving large, sparse, nonlinear programming problems. The book is divided into ten main chapters. It starts off with an introduction to nonlinear programming and then describes large sparse nonlinear programming. From that point, it provides an overview of optimal control. Once that has been accomplished, methods that combine optimal control with nonlinear programming are described, and the main approach of direct collocation is developed in detail. After developing direct collocation methods, the remainder of the book focuses on a large number of amazing examples and ends with a chapter that contains numerous test problems.