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Example 5

This example has the same data as Example 4 except for $\,\alpha=0\,.$ Figure 9 indicates that the optimal control is bang-bang and satisfies the switching conditions inferred from (2.22),

\begin{eqnarray*}
\hspace*{-8mm}
\bar{u}(x) = \left \{
\begin{array}{llllll}
u_1...
... & \,\mbox{if} & \;\;
\bar{q}(x) > 0 \end{array}\right \} \,. \;
\end{eqnarray*}



SNOPT fails for larger $N$ while LANCELOT needs excessive compute time. Figure 10 shows the associated adjoint variable and switching function.


Table 6: Information on solution of Example 5
N+1 it LOQO Acc $F(\bar{y})$ SNOPT MINOS LANCELOT
50 37 145 8 .0539133 2399 205 923
100 60 5735 8 .0544745 f 4432 33390
200 84 137514 8 .0547818 f 119971 -




Hans D. Mittelmann
2000-10-06