Optimal Control of Systems with Hard Control Bounds

The numerical solution of the optimal control and trajectory of systems with hard control bounds is considered. A new algorithm, which extends the gradient method [1] to systems with hard control bounds is presented. The algorithm is based on the use of an Adjustable Control-variation Weight (ACW) matrix to enforce the bounds. The application of the algorithm to the minimum-time control of a two-link robot arm is presented as an example.