An efficient algorithm for solving optimal control problems with linear terminal constraints

Abstract
The optimization of nonlinear systems subject to linear terminal state variable constraints is considered. A technique for solving this class of problems is proposed that involves a piecewise polynomial parameterization of the system variables. The optimal control problem is thereby reduced to a linearly constrained parameter optimization problem which can be solved efficiently using the quadratically convergent Gold-farb-Lapidus algorithm. Illustrative numerical examples are presented.