MISER: a FORTRAN program for solving optimal control problems

Abstract

Dynamic optimization problems occur often in all fields of engineering and management science. Such problems are often formulated as optimal control problems which is a generalization of the classical calculus of variation. As most of these problems cannot be solved analytically, efficient numerical methods are often found wanting. These are however difficult to devise, especially when hard constraints are involved. This paper presents a general purpose software which utilizes a unified computational approach to solve a wide range of optimal control problems subject to general constraints.