This repository includes codes and documentation created as a part of my Supervised Learning Project (SLP). The project was guided by Prof. Debasish Chatterjee from Systems and Control Engineering, Indian Institute of Technology Bombay.
Here, we study the numerical methods for optimal control. In particular, the direct methods are discussed with an objective to showcase an approach for general optimal control problems. These methods, which include single shooting, multiple shooting and collocation methods, are relatively simple to follow and effectively solve a wide variety of optimization problems. We illustrate each of the methods by working through example problems.
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├───Documentations
└───Optimal-Control-Problems
├───Bryson_Denham
│ └───results
└───Double_Integrator
└───results