Solution of nonlinear optimal control problems by the interpolating scaling functions

This paper presents a numerical method for solving nonlinear optimal control problems including state and control inequality constraints. The method is based upon interpolating scaling functions. The differential and integral expressions which arise in the system dynamics, the performance index and the boundary conditions are converted into some algebraic equations which can be solved for the unknown coefficients. Illustrative examples are included to demonstrate the validity and applicability of the technique.

► We consider the numerical solution of nonlinear optimal control problems including state and control inequality constraints.
► Interpolating scaling functions are introduced and corresponding operational matrix of derivative is derived.
► The method is applied on two examples and the results are reported and compared.