Document Type : Research Article
Authors
Department of Mathematics, Payame Noor University (PNU), P.O. Box 19395-3697, Tehran, Iran.
10.30473/coam.2025.72875.1273
Abstract
This paper presents an iterative computational method for addressing constrained nonlinear optimal control problems, specifically those involving terminal state, state saturation, and control saturation constraints. The proposed approach reformulates the original problem into a sequence of constrained linear time-varying quadratic optimal control problems. This is achieved by iteratively approximating the nonlinear dynamic system using constrained linear time-varying models. Each reformulated problem is then converted into a standard quadratic programming problem by applying Chelyshkov polynomials in conjunction with a collocation method. Finally, the resulting problems are solved to obtain optimal control solutions
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