Users guide (pdf)
- Finite difference
- Automatic differentiation
|dsoa is a ANSI C/C++ computer
program which implements an algorithm for the approximate solution of
dynamics system optimization problems. The algorithm is a direct
method that can be applied to the optimization of dynamic systems
described by index-1 differential-algebraic equations (DAEs). The
types of problems considered include optimal control problems and
parameter identification problems.
The numerical techniques employed transform the dynamic system optimization problem into a parameter optimization problem by; (i) parameterizing the control input as piecewise constant on a fixed mesh, and (ii) approximating the DAEs using a linearly implicit Runge-Kutta method. The resultant nonlinear programming problem is solved via a sequential quadratic programming technique.