Restarted State Parameterization Method for Optimal Control Problems


B. Kafash - Imam Javad University College, Yazd, Iran A. Delavarkhalafi - Department of Mathematics, Yazd University, Yazd, Iran


In this paper we introduce an efficient algorithm based on state parameterization method to solve optimal control problems and Van Der Pol oscillator. In fact, state variable can be considered as linear combination of polynomials with unknown coefficients. Using this method, an optimal control problem breaks down into an optimization and will be solved via mathematical programming techniques. By this algorithm, the control and state variables can be approximated as a function of time. Finally, some numerical examples are presented to show the validity and efficiency of the proposed method.