Capabilities

PSOPT is able to deal with optimal control problems with the following characteristics:

• Single or multiphase problems

• Continuous time nonlinear dynamics

• Nonlinear path constraints (equalities or inequalities) on state and/or control variables

• General endpoint (event) constraints

• Integral constraints

• Interior point constraints

• Bounds on controls and state variables

• General cost function with Lagrange and Mayer terms

• Linear or nonlinear linkages between phases

• Free or fixed initial and final conditions

• Fixed or free initial phase time

• Fixed or free final phase time

• Optimisation of static parameters, including real and integer (discrete-valued) parameters

• Problems with mixed continuous and integer (discrete-valued) controls

• Differential equations with delayed variables

• Optimal parameter estimation given sampled observations, including the calculation of confidence bounds on the estimated parameters