Optimal control in nonlinear models: a generalised Gauss-Newton algorithm with analytic derivatives
In this paper we propose an algorithm for the solution of optimal control problems with nonlinear models based on a generalised Gauss- Newton algorithm but making use of analytic model derivatives. The method is implemented in WinSolve, a general nonlinear model solu- tion program.
|Date of creation:||Mar 2006|
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