I’m trying to solve the following optimal control problem: minimize -\int_0^T v(t) dt, subject to \frac{dv}{dt} = -\frac{v}{\tau} + f, v(0)=0 \frac{de}{dt} = \sigma - fv, e(0)=e_0, e(t)>=0 0\leq f(t) \leq f_{max} is the control variable I’m trying to solve. \tau, \sigma, e_0, T and f_{max} are a…

Check out InfiniteOpt.jl: Home · InfiniteOpt.jl . using InfiniteOpt import Ipopt import Plots τ = 1.0 σ = 49.0 E0 = 100.0 # Note I made this smaller fmax = 10.0 T = 20.0 model = InfiniteModel(Ipopt.Optimizer) @infinite_parameter(model, t in [0, T], num_supports = 1_000) @variables(model, begin …

Optimizing a function in optimal control problem

Specific Domains Optimization (Mathematical)

odow February 5, 2025, 1:46am 14

I think JuMP.jl has a nice optimal control example of this

See Example: nonlinear optimal control of a rocket · JuMP

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Optimizing a function in optimal control problem

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