Author(s):
M. Čižniar – M. Fikar – M. A. Latifi
Title:
MATLAB Dynamic Optimisation Code DYNOPT. User's Guide
MATLAB balík DYNOPT pre dynamickú optimalizáciu. Užívateľská príručka
Year:
2006
Keyword(s):
dynamic optimisation, orthogonal collocation
Organization:
KIRP FCHPT STU
Address:
Bratislava
Month:
2006
Language:
English
Annote:

dynopt is a set of MATLAB functions for determination of optimal control trajectory by given description of the process, the cost to be minimised, subject to equality and inequality constraints, using orthogonal collocation on finite elements method. The actual optimal control problem is solved by complete parametrisation both the control and the state profile vector. That is, the original continuous control and state profiles are approximated by a sequence of linear combinations of some basis functions. It is assumed that the basis functions are known and optimised are the coefficients of their linear combinations. In addition, each segment of the control sequence is defined on a time interval whose length itself may also be subject to optimisation. It is assumed, that the optimised dynamic model is described by a set of ordinary differential equations. This collection of functions extend the capability of the MATLAB Optimisation Toolbox, specifically of the constrained nonlinear minimisation routine fmincon.


Category of publication:
AGI – Reports on solved research and scientific tasks
Department:
OIaRP
Inserted/edited by:
prof. Ing. Miroslav Fikar, DrSc.
Last change:
24.2.2009 22:56:16

Full text:
271.pdf (576.69 kB)
Appendix:
271.zip (700.37 kB)

BibTeX:
@manual{uiam271,
author={M. {\v{C}}i\v{z}niar and M. Fikar and M. A. Latifi},
title={MATLAB Dynamic Optimisation Code DYNOPT. User's Guide},
year={2006},
keyword={dynamic optimisation, orthogonal collocation},
organization={KIRP FCHPT STU},
address={Bratislava},
month={2006},
annote={dynopt is a set of MATLAB functions for determination of optimal control trajectory by given description of the process, the cost to be minimised, subject to equality and inequality constraints, using orthogonal collocation on finite elements method. The actual optimal control problem is solved by complete parametrisation both the control and the state profile vector. That is, the original continuous control and state profiles are approximated by a sequence of linear combinations of some basis functions. It is assumed that the basis functions are known and optimised are the coefficients of their linear combinations. In addition, each segment of the control sequence is defined on a time interval whose length itself may also be subject to optimisation. It is assumed, that the optimised dynamic model is described by a set of ordinary differential equations. This collection of functions extend the capability of the MATLAB Optimisation Toolbox, specifically of the constrained nonlinear minimisation routine fmincon.},
url={https://www.uiam.sk/assets/publication_info.php?id_pub=271}
}