MATLAB Implementation of Direct and Indirect Shooting Methods to Solve an Optimal Control Problem With State Constraints
The paper presents a general procedure to solve numerically optimal control problems with state constraints. It
is used in the case, when the simple time discretization of the state equations and expressing the optimal control problem as a nonlinear mathematical programming problem is too coarse. It is based on using in turn two multiple shooting BVP approaches: direct and indirect.
The paper is supplementary to the earlier author’s paper on direct and indirect shooting methods, presenting the theory underlying both approaches. The same example is considered here and brought to an end, that is two full listings of two Matlab codes are shown.