Optimization problem solution with state space system as the constraint

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MOHD FARUQUI on 11 Dec 2017

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Commented: MOHD FARUQUI on 26 Aug 2019

Hello everyone, I want to solve an optimization problem with quadratic cost function and the constraints are a difference equation representing a system in state space form. Can someone please guide me how to implement this for solution in matlab. Thank you.

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Ziyang Zhang on 26 Aug 2019

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hello, did you have the solution? I am facing with the same problem.

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MOHD FARUQUI on 26 Aug 2019

Hi, didn't have the solution but following links should help

https://www.youtube.com/watch?v=WHnIfKUfjQY

Numerical Optimal Control Prof. Dr. Moritz Diehl

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