An Implementation of the Shooting Algorithm for Solving Optimal Control Problems
Résumé
We describe the software OCS-SA for solving % two points boundary value problems (TPBVP) and optimal control problems. The method is essentially an implementation of Newton's method applied to an associated two points boundary value problems (TPBVP). The latter is reduced to a finite dimensional problem through the use of a shooting function. We use the MAPLE and SCILAB softwares. The differential equations to be solved by the shooting algorithm are automatically generated, as well as a latex report, including description of the problem and numerical results.