Category:TomDyn/PROPT

PROPT is an additional package for the TOMLAB Optimization Environment, solving Optimal Control Problems (OCP) via direct collocation.

Environment

TOMLAB mostly works through the MATLAB interface, in addition to accepting some in AMPL formulated problems.

The Software, when purchased (or after obtaining a trial version), includes many examples which can be easily combined/reformulated to solve almost any type of OCP.

Algorithm

The PROPT package transforms an Optimal Control Problem, formulated with the help of TomSym variables in a single MATLAB script, into a collocation (MI)NLP.

Gaussian/Chebychef points are used as interpolation points by default but can be switched out for any given set of points on the optimization horizont (transformed to the interval).

The collocation NLP can then be solved by solvers found in the basic TOMLAB package, which includes LP, MILP, NLP, MINLP, QP and MIQP solvers.

Additional solvers, which in most cases perform better than the solvers from the basic package, can be purchased as well.

Problem Types

• Finite Horizon Control Problems
• Optimal Stopping Time Control Problems
• Switching Arc (e.g. Bang-Bang) Control Problems
• Binary/Integer Control Problems
• Parameter Estimation Problems
• Several Stage/Phase Optimal Control Problems

Availability

After registering, a 21 day trial version can be obtained for new users. The trial version of TOMLAB gives access to all packages, including PROPT, and grants full functionality.

Once the trial period is over, any needed package has to be purchased seperately. For the use of PROPT, the basic package is needed to be installed and at least one additional

MINLP solver package with better performance is recommended to be installed as well.

A list of products and prices can be found on the website (link below).

References

• TomDyn Website (for PROPT package)
  • http://tomdyn.com/index.html
• TOMLAB Website
  • http://tomopt.com/tomlab/