Please find another suggested example: the Double-Integrator Quadratic Control problem as posed by Ross (2015). Ross provides a graph of x's, u's, & lambda's (Figure 3.14.4, p. 197) and it is a delight to see that PSOPT nails this problem.
I think this example's value is mostly pedagogical: easy analytic solution, quantitative graph in Ross' text. Also, I'm not sure what my limiting principles are in submitting examples for inclusion. :-)
Please find another suggested example: the Double-Integrator Quadratic Control problem as posed by Ross (2015). Ross provides a graph of x's, u's, & lambda's (Figure 3.14.4, p. 197) and it is a delight to see that PSOPT nails this problem.
I think this example's value is mostly pedagogical: easy analytic solution, quantitative graph in Ross' text. Also, I'm not sure what my limiting principles are in submitting examples for inclusion. :-)
dqr_states.pdf dqr_lambda.pdf dqr_controls.pdf dqr_H.pdf