PROPT Bryson-Denham Problem (Detailed)

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This page is part of the PROPT Manual. See PROPT Manual.

Problem description

A detailed version of the Bryson-Denham problem 

% Copyright (c) 2007-2008 by Tomlab Optimization Inc.

Define the independent variable, and phase:

It is common for the independent variable to be named "t", but any legal tomSym name is possible. The length of the time-interval is variable, so another tomSym symbol is created for that. 

toms t t_f
p = tomPhase('p', t, 0, t_f, 30);
setPhase(p);

A few constants.

% The name on the mathematics:
options = struct;
options.name = 'Bryson Denham Detailed';

x1max = 1/9;
tfmax = 50;

Define a list of states

After a phase has been defined, states can be created Note that the states can be given meaningful names, even though they are simply named x1...x3 in this particular problem. 

tomStates x1 x2 x3

% Initial guess
% The guess for t_f must appear first in the list
x0 = {t_f == 0.5
    icollocate({
    x1 == 0
    x2 == 1-2*t/t_f
    x3 == 0
    })};

cbox = {0 <= t_f <= 50
    -10 <= icollocate(x1) <= 10
    -10 <= icollocate(x2) <= 10
    -10 <= icollocate(x3) <= 10};

Adding the control variable and equations

tomControls u

x0 = {x0
    collocate(u == 0)};

cbox = {cbox
    -5000 <= collocate(u) <= 5000};

Equations

The equations are on a nonlinear DAE form, i.e. the states and their derivatives can be combined into arbitrary equations. Equations can also be specified point-wise, or using integrals. Integrals can be achieved by using the function integral(). Each equation must contain one or more equals (==) signs, or one or more greater than (>=) signs, or one or more less than (<=) signs. 

usquared = u^2;

ceq = collocate({
    dot(x1) == x2
    dot(x2) == u
    dot(x3) == 0.5*usquared
    0 <= x1 <= x1max % Path constraint
    });

cbnd = {initial({
    x1 == 0; x2 == 1; x3 == 0})
    final({x1 == 0; x2 == -1})};

% The "objective" function to minimize. Cost can be specified at a point,
% or integrated over time by using the function integral.
% If costs are defined as many parts they should be added together.
objective = final(x3);

Build the .m files and general TOMLAB problem

Prob = sym2prob('con',objective,{cbox, ceq, cbnd},x0,options);

% Solve the problem using any TOMLAB solver
Result = tomRun('snopt', Prob, 1);
===== * * * =================================================================== * * *
TOMLAB - TOMLAB Development license  999007. Valid to 2011-12-31
=====================================================================================
Problem: ---  1: Bryson Denham Detailed         f_k       3.998132387937467900
                                       sum(|constr|)      0.000000810449850953
                              f(x_k) + sum(|constr|)      3.998133198387318700
                                              f(x_0)      0.000000000000000000

Solver: snopt.  EXIT=0.  INFORM=1.
SNOPT 7.2-5 NLP code
Optimality conditions satisfied

FuncEv   35 GradEv   33 ConstrEv   33 ConJacEv   33 Iter   32 MinorIter  170
CPU time: 0.062400 sec. Elapsed time: 0.064000 sec.
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