Computational method based on state parametrization for solving constrained nonlinear optimal control problems

In this paper, we present a method for solving nonlinear optimal control problems subject to terminal state constraints and control saturation constraints. This method is based on using the quasilinearization and the state variables parametrization by using Chebyshev polynomials. In this method, there is no need to integrate the system state equations or the costate equations. By virtue of the quasilinearization and the state parametrization, the difficult constrained nonlinear optimal control problem is approximated by a sequence of small quadratic programming problems which can be solved easily. To show the effectiveness of the proposed method, the simulation results of a numerical example are shown.