Solution of nonlinear optimal control problems using a semi-exhaustive search

The solution of nonlinear optimal control problems is a challenging problem. The recommended practice is to use different methods and then to implement the best solution found. To support this objective, the performance of a semi-exhaustive search method that uses a different approach is presented in this paper. The performance is compared against an Iterative Dynamic Programming (IDP) algorithm on five example problems. The semi-exhaustive search provided a smooth convergence to the optimal solution and required a significantly reduced computational time as compared with the IDP algorithm.