Algorithmic control for real-time optimization of constrained nonlinear systems: swing-up problems of inverted pendulums

A new method for real-time calculation of constrained nonlinear optimal control problems is proposed. The proposed method is based on the iterative algorithms for obtaining the numerical solutions of optimal control problems. In this paper, we adopt the Riccati-equation based algorithm, one of the iterative algorithms, and demonstrate the proposed ´algorithmic controller´ is applicable to the swing-up problem of an inverted pendulum, where fast-sampling is required and voltage-constraint is imposed