Constrained,free time optimal control in MATLAB
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I am designing an Optimal Control System for a Nonlinear Plant Model. A constrained, free time optimization is needed for it. But, 'fmincon' only provides solution to Constrained fixed time optimal system. Is there any way out for it !
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Alan Weiss
2013-4-12
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Perhaps you can include time as another variable in your problem, and ask fmincon to minimize over it, too. If x(1),..,x(n) are your current decision variables, use x(n+1) = time.
Alan Weiss
MATLAB mathematical toolbox documentation
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