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
on 12 Apr 2013
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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