Optimal control problems with fixed-final- time Optimal control problems with free-final- time

简述高斯伪谱法，包括算法、公式、流程等。还有对软件的使用说明

This report forms the user's guide for Version 4.0 of NPSOL, a set of Fortran subroutines designed to minimize a smooth function subject to constraints, which may include simple bounds on the variables, linear constraints and smooth nonlinear constraints. (NPSOL may also be used for unconstrained, bound-constrained and linearly constrained optimization.) The user must provide subroutines that define the objective and constraint functions and (optionally) their gradients. All matrices are treated as dense, and hence NPSOL is not intended for large sparse problems. NPSOL uses a sequential quadratic programming (SQP) algorithm, in which the search direction is the solution of a quadratic programming (QP) subproblem. The algorithm treats bounds, linear constraints and nonlinear constraints separately. The Hessian of each QP subproblem is a positive-definite quasi-Newton approximation to the Hessian of the Lagrangian function. The steplength at each iteration is required to produce a sufficient decrease in an augmented Lagrangian merit function. Each QP subproblcm is solved using a quadratic programming package with several features that improve the efficiency of an SQP

最优控制的理论与方法（第2版）-吴沧浦-国防工业出版社-2000