Practical Methods for Optimal Control and Estimation Using Nonlinear Programming

This second edition of the popular text by John Betts incorporates lots of new material while maintaining the concise and focused presentation of the original edition. The book describes how sparse optimization methods can be combined with discretization techniques for differential-algebraic equations and used to solve optimal control and estimation problems. The interaction between optimization and integration is emphasized throughout the book. This new second edition includes presentation of relevant background in nonlinear programming methods that exploit sparse matrix technology, along with description of discretization techniques for solving differential-algebraic equations and an extensive collection of example problems that demonstrate the methods. The SOCS software referenced within the book can be licensed from Boeing by readers interested in receiving the code and training materials for further investigation.