FINITE-ELEMENT SOLUTION OF NONLINEAR OPTIMAL-CONTROL PROBLEMS WITH A QUADRATIC PERFORMANCE INDEX

A new iterative method is developed for the solution of nonlinear optimal control problems with a quadratic performance index. The new method employs a local linearization technique together with the finite-element method to obtain the optimal state and control sequences. Preliminary results show that the proposed method is simple, accurate and convergence is achieved in a few iterations. The new technique is not very sensitive to initial guesses and it is shown to perform at least as well as the classical techniques (i. e. steepest descent, quasilinearization).