Simple exponential: time minimisation

The time minimisation simple exponential problem consists in minimising

\[ tf\]

subject to the constraints

\[ \dot x(t) = - x(t) + u(t), u(t) \in [-1,1]\]

and the limit conditions

\[ x(0) = -1, \quad x(1) = 0.\]

You can access the problem in the CTProblems package:

using CTProblems
prob = Problem(:exponential, :time)

title           = simple exponential - time min
model    (Type) = OptimalControlModel{Autonomous, NonFixed}
solution (Type) = OptimalControlSolution

Then, the model is given by

prob.model

The (autonomous) optimal control problem is given by:

    tf ∈ R, variable
    t ∈ [t0, tf], time
    x ∈ R, state
    u ∈ R, control
    x(t0) == x0, initial_con
    x(tf) == xf, final_con
    -γ ≤ u(t) ≤ γ, u_con
    ẋ(t) == -(x(t)) + u(t)
    tf → min

The (autonomous) optimal control problem is of the form:

    minimize  J(x, u, tf) = g(x(0), x(tf), tf)

    subject to

        ẋ(t) = f(x(t), u(t), tf), t in [0, tf] a.e.,

        ηl ≤ η(x(t), tf) ≤ ηu, 
        ϕl ≤ ϕ(x(0), x(tf), tf) ≤ ϕu, 

    where x(t) ∈ R, u(t) ∈ R and tf ∈ R.

Declarations (* required):
╭────────┬────────┬──────────┬──────────┬───────────┬────────────┬─────────────╮
│ times* │ state* │ control* │ variable │ dynamics* │ objective* │ constraints │
├────────┼────────┼──────────┼──────────┼───────────┼────────────┼─────────────┤
│   V    │   V    │    V     │    V     │     V     │     V      │      V      │
╰────────┴────────┴──────────┴──────────┴───────────┴────────────┴─────────────╯

You can plot the solution.

using Plots
plot(prob.solution)