Geodesic
Optimal program control in the class of quadratic splines for linear systems
Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ, Tome 16 (2020) no. 4, pp. 462-470

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This article describes an algorithm for solving the optimal control problem in the case when the considered process is described by a linear system of ordinary differential equations. The initial and final states of the system are fixed and straight two-sided constraints for the control functions are defined. The purpose of optimization is to minimize the quadratic functional of control variables. The control is selected in the class of quadratic splines. There is some evolution of the method when control is selected in the class of piecewise constant functions. Conveniently, due to the addition/removal of constraints in knots, the control function can be piecewise continuous, continuous, or continuously differentiable. The solution algorithm consists in reducing the control problem to a convex mixed-integer quadratically-constrained programming problem, which could be solved by using well-known optimization methods that utilize special software.
Keywords: optimal control, differential equations, linear control system, quadratic spline, mixed-integer quadratically-constrained programming. 
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     author = {A. S. Popkov},
     title = {Optimal program control in the class of quadratic splines for linear systems},
     journal = {Vestnik Sankt-Peterburgskogo universiteta. Prikladna\^a matematika, informatika, processy upravleni\^a},
     pages = {462--470},
     publisher = {mathdoc},
     volume = {16},
     number = {4},
     year = {2020},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/VSPUI_2020_16_4_a10/}
}
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A. S. Popkov. Optimal program control in the class of quadratic splines for linear systems. Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ, Tome 16 (2020) no. 4, pp. 462-470. http://geodesic.mathdoc.fr/item/VSPUI_2020_16_4_a10/