Is anyone aware of Python code for Optimal Control Algorithms based on
Pontryagin's Maximum Principle? Thanks in advance for any leads on this.
Pontryagin's Maximum Principle? Thanks in advance for any leads on this.
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Re: Optimal Control Algorithms in Python
Not exactly but I am aware of Python code for nonlinear optimization
algorithms. Check the nlpy project at http://nlpy.sf.net It is
specifically targeted at finite-dimensional problems. However the
current trend in optimal control algorithms is to use grid-refinement
and iteratively solve finite-dimensional problems. You may thus find
nlpy useful. The missing part is the collocation/discretization part.
That may be available some place else.
Similarly, SciPy has some optimization algorithms ready for use but, as
far as I know, nothing for control.
Good luck,
Dominique
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