Optimal control software for constrained nonlinear systems with delays

The numerical solution of optimal control problems is important in a variety of industries. One of the popular methods for complex problems is direct transcription. Direct transcription does not rely on the necessary conditions and it is easy to incorporate a wide variety of constraints on both controls and states. Optimal control problems can often involve delays in the state or the control or both. While some numerical methods exist for some optimal control problems with delays they are not direct transcription methods. This paper reports on progress in developing a general purpose industrial grade software package to numerically solve complex optimal control problems with delays and state and control constraints using direct transcription.