Novel Spreadsheet Direct Method for Optimal Control Problems

Mathematical and Computational Applications

Ghaddar, Chahid Kamel¹ 

关键词: optimal control;    dynamical optimization;    parameter estimation;    differential equations;    spreadsheet;    Excel Solver;   

DOI  :  10.3390/mca23010006

学科分类：计算数学

来源: mdpi

【 摘 要 】

We devise a simple yet highly effective technique for solving general optimal control problems in Excel spreadsheets. The technique exploits Excel’s native nonlinear programming (NLP) Solver Command, in conjunction with two calculus worksheet functions, namely, an initial value problem solver and a discrete data integrator, in a direct solution paradigm adapted to the spreadsheet. The technique is tested on several highly nonlinear constrained multivariable control problems with remarkable results in terms of reliability, consistency with pseudo-spectral reported answers, and computing times in the order of seconds. The technique requires no more than defining a few analogous formulas to the problem mathematical equations using basic spreadsheet operations, and no programming skills are needed. It introduces an alternative, simpler tool for solving optimal control problems in social and natural science disciplines.

【 授权许可】

CC BY