M. Fikar, On Inequality Path Constraints in Dynamic Optimisation, Technical Report MF0102, Laboratoire des Sciences du Genie Chimique, CNRS, Nancy, France, 2001.

A general problem of dynamic optimisation includes definitions of a system to be optimised, cost function, and constraints on the manipulated and controlled variables. Among the constraints, inequality path constraints involving state variables are particularly difficult to handle. The purpose of this report is to make an overview of the existing methods capable to deal with these constraints and evaluate their performances.

• Total Discretisation
• Endpoint Constraints
• Interior Point Constraints
• Combination of End and Interior Point Methods
• Slack Variables