PROPT Bryson-Denham Problem (Short version): Difference between revisions
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Problem type appears to be: con | Problem type appears to be: con | ||
Time for symbolic processing: 0. | Time for symbolic processing: 0.10697 seconds | ||
Starting numeric solver | Starting numeric solver | ||
===== * * * =================================================================== * * * | ===== * * * =================================================================== * * * | ||
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FuncEv 139 GradEv 137 ConstrEv 137 ConJacEv 137 Iter 136 MinorIter 319 | FuncEv 139 GradEv 137 ConstrEv 137 ConJacEv 137 Iter 136 MinorIter 319 | ||
CPU time: 0. | CPU time: 0.093601 sec. Elapsed time: 0.116000 sec. | ||
</pre> | </pre> | ||
[[File:brysonDenhamShort_01.png]] | [[File:brysonDenhamShort_01.png]] |
Revision as of 09:04, 8 November 2011
This page is part of the PROPT Manual. See PROPT Manual. |
Problem description
The Bryson-Denham Problem but we take advantage of the propt input format to compute the cost function directly, without going via u and x3.
% Copyright (c) 2007-2008 by Tomlab Optimization Inc.
Problem setup
toms t t_f
p = tomPhase('p', t, 0, t_f, 30); setPhase(p);
tomStates x1 x2
x1max = 1/9; x0 = {t_f == 0.5};
constr = {0.001 <= t_f <= 50
collocate({0 <= x1 <= x1max; -10 <= x2 <= 10})
initial({x1 == 0; x2 == 1}); final({x1 == 0; x2 == -1})
collocate(dot(x1) == x2)};
options = struct;
options.name = 'Bryson Denham Short';
solution = ezsolve(integrate(0.5*dot(x2).^2), constr, x0, options);
t = subs(collocate(t),solution);
x1 = subs(collocate(x1),solution); x2 = subs(collocate(x2),solution);
figure(1)
plot(t,x1,'*-',t,x2,'*-');
legend('x1','x2');
title('Bryson Denham Short state variables');
Problem type appears to be: con Time for symbolic processing: 0.10697 seconds Starting numeric solver ===== * * * =================================================================== * * * TOMLAB - TOMLAB Development license 999007. Valid to 2011-12-31 ===================================================================================== Problem: --- 1: Bryson Denham Short f_k 3.975295744664977700 sum(|constr|) 0.000000002213285958 f(x_k) + sum(|constr|) 3.975295746878263700 f(x_0) 1859.999999999957700000 Solver: snopt. EXIT=0. INFORM=1. SNOPT 7.2-5 NLP code Optimality conditions satisfied FuncEv 139 GradEv 137 ConstrEv 137 ConJacEv 137 Iter 136 MinorIter 319 CPU time: 0.093601 sec. Elapsed time: 0.116000 sec.