Class that defines how to set up an Optimal Control Problem. More...

Class that defines how to set up an Optimal Control Problem.

An finite-horizon optimal control problem is generally defined through

• nonlinear system dynamics
• cost function (intermediate + terminal cost)
• initial state
• box constraints
• general constraints
• an overall time horizon

Note that in most cases, the user can also provide a pointer to the linearized system dynamics. This is optional, and in case it is not provided, numerical differentiation will be applied to approximate the linearized dynamics.

Warning

Using numerical differentiation is inefficient and typically slow.