A method is suggested of reducing fixed/free time optimal control problems to a mathematical programming problem of a comparatively small dimension. The basic idea of the suggested approach consists of a finite-dimensional approximation of a desired control by a discontinuous spline interpolation with a floating mesh. The differentiability of the functions arising in the transition to a finite-dimensional problem is set up and the formulas of their derivatives are given. Numerical examples of the suggested method are presented.
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