Optimization problem solution with state space system as the constraint

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MOHD FARUQUI
MOHD FARUQUI 2017 年 12 月 11 日
コメント済み: MOHD FARUQUI 2019 年 8 月 26 日
Hello everyone, I want to solve an optimization problem with quadratic cost function and the constraints are a difference equation representing a system in state space form. Can someone please guide me how to implement this for solution in matlab. Thank you.

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Ziyang Zhang
Ziyang Zhang 2019 年 8 月 26 日
hello, did you have the solution? I am facing with the same problem.
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MOHD FARUQUI
MOHD FARUQUI 2019 年 8 月 26 日
Hi, didn't have the solution but following links should help
https://www.youtube.com/watch?v=WHnIfKUfjQY
Numerical Optimal Control Prof. Dr. Moritz Diehl

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