Approximate solution of optimal control problems using third order hermite polynomial functions

Abstract

An algorithm for the approximate solution of two point boundary value problems of Class C2 is given. A simple version having one check point at the center of each polynomial segment results in an algorithm which is easy to program and very efficient. Computer test runs with a Newton-Raphson iterator and numerical differentiation to generate the partial derivatives required show a fast convergence compared to extremal field methods and gradient methods in function space.