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PROPT : ウィキペディア英語版
PROPT

The PROPT MATLAB Optimal Control Software is a new generation platform for solving applied optimal control (with ODE or DAE formulation) and parameters estimation problems.
The platform was developed by MATLAB Programming Contest Winner, (Per Rutquist ) in 2008. The most recent version has support for binary and integer variables as well as an automated scaling module.
== Description ==
PROPT is a combined modeling, compilation and solver engine, built upon the TomSym modeling class, for generation of highly complex optimal control problems. PROPT uses a pseudospectral Collocation method (with Gauss or Chebyshev points) for solving optimal control problems. This means that the solution takes the form of a Polynomial, and this polynomial satisfies the DAE and the path constraints at the collocation points.
In general PROPT has the following main functions:
* Computation of the constant matrices used for the differentiation and integration of the polynomials used to approximate the solution to the Trajectory optimization problem.
* Source transformation to turn user-supplied expressions into MATLAB code for the cost function f and constraint function c that are passed to a Nonlinear programming solver in TOMLAB. The source transformation package TomSym automatically generates first and second order derivatives.
* Functionality for plotting and computing a variety of information for the solution to the problem.
* Automatic detection of the following:
*
* Linear and quadratic objective.
*
* Simple bounds, linear and nonlinear constraints.
*
* Non-optimized expressions.
* Integrated support for non-smooth (hybrid) optimal control problems.
* Module for automatic scaling of difficult space related problem.
* Support for binary and integer variables, controls or states.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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