Solving higher index DAE optimal control problems

Abstract

A number of methods have been proposed for solving optimal control problems where the process being optimized is described by a differential algebraic equation (DAE). However, many of these methods require special circumstances to hold or the user to have special software. In this paper we go over many of these options and discuss what is usually necessary for them to be successful. We use a nonlinear index three control problem to illustrate many of our observations..