Optimization problem solution with state space system as the constraint

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MOHD FARUQUI
MOHD FARUQUI 2017년 12월 11일
댓글: MOHD FARUQUI 2019년 8월 26일
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.

답변 (1개)

Ziyang Zhang
Ziyang Zhang 2019년 8월 26일
hello, did you have the solution? I am facing with the same problem.
  댓글 수: 1
MOHD FARUQUI
MOHD FARUQUI 2019년 8월 26일
Hi, didn't have the solution but following links should help
Numerical Optimal Control Prof. Dr. Moritz Diehl

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