Multiple Shooting Algorithm for Direct Solution of Optimal Control Problems

摘要

An algorithm for the numerical solution of parametrized optimal control problems which is based on multiple shooting in connection with a recursive quadratic programming technique is presented. A condensing algorithm for the solution of the quadratic subproblems and high rank update procedures, which lead to significant improvements of the convergence behavior and reductions of computing time and storage requirements are given. Numerical results for a reentry problem are reported.