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16.323 Principles of Optimal Control

Spring 2008

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 16.323 Lecture 5

Calculus of Variations

• Calculus of Variations

• Most books cover this material well, but Kirk Chapter 4 does a particularly nice
job.

• See here for online reference.

x(t)
x*+ αδx(1) x*- αδx(1)
x*

αδx(1) −αδx(1)

t
t0 tf

Figure by MIT OpenCourseWare.

Spr 2008 16.323 5–1
Calculus of Variations

• Goal: Develop alternative approach to solve general optimization

problems for continuous systems – variational calculus
– Formal approach will provide new insights for constrained solutions,
and a more direct path to the solution for other problems.

• Main issue – General control problem, the cost is a function of

functions x(t) and u(t).
� tf
min J = h(x(tf )) + g(x(t), u(t), t)) dt
t0

subject to
ẋ = f (x, u, t)
x(t0), t0 given
m(x(tf ), tf ) = 0
– Call J(x(t), u(t)) a functional.

• Need to investigate how to find the optimal values of a functional.

– For a function, we found the gradient, and set it to zero to find the
stationary points, and then investigated the higher order derivatives
to determine if it is a maximum or minimum.
– Will investigate something similar for functionals.

June 18, 2008

Spr 2008 16.323 5–2

• Maximum and Minimum of a Function

– A function f (x) has a local minimum at x� if
f (x) ≥ f (x�)
for all admissible x in �x − x�� ≤ �
– Minimum can occur at (i) stationary point, (ii) at a boundary, or
(iii) a point of discontinuous derivative.
– If only consider stationary points of the differentiable function f (x),
then statement equivalent to requiring that differential of f satisfy:
∂f
df = dx = 0
∂x
for all small dx, which gives the same necessary condition from
Lecture 1
∂f
=0
∂x

• Note that this definition used norms to compare two vectors. Can do
the same thing with functions ⇒ distance between two functions
d = �x2(t) − x1(t)�
where
1. �x(t)� ≥ 0 for all x(t), and �x(t)� = 0 only if x(t) = 0 for all t
in the interval of definition.
2. �ax(t)� = |a|�x(t)� for all real scalars a.
3. �x1(t) + x2(t)� ≤ �x1(t)� + �x2(t)�

• Common function norm:

�� tf �1/2
�x(t)�2 = x(t)T x(t)dt
t0

June 18, 2008

Spr 2008 16.323 5–3

• Maximum and Minimum of a Functional

– A functional J(x(t)) has a local minimum at x�(t) if
J(x(t)) ≥ J(x�(t))

for all admissible x(t) in �x(t) − x�(t)� ≤ �

• Now define something equivalent to the differential of a function ­

called a variation of a functional.
– An increment of a functional

ΔJ(x(t), δx(t)) = J(x(t) + δx(t)) − J(x(t))

– A variation of the functional is a linear approximation of this

increment:
ΔJ(x(t), δx(t)) = δJ(x(t), δx(t)) + H.O.T.
i.e. δJ(x(t), δx(t)) is linear in δx(t).

Figure by MIT OpenCourseWare.

Figure 5.1: Differential df versus increment Δf shown for a function, but the same
difference holds for a functional.

June 18, 2008

Spr 2008 16.323 5–4

x(t)
x*+ αδx(1) x*- αδx(1)
x*

αδx(1) −αδx(1)

t
t0 tf

Figure by MIT OpenCourseWare.

Figure 5.2: Visualization of perturbations to function x(t) by δx(t) – it is a potential

change in the value of x over the entire time period of interest. Typically require
that if x(t) is in some class (i.e., continuous), that x(t) + δx(t) is also in that class.

• Fundamental Theorem of the Calculus of Variations

– Let x be a function of t in the class Ω, and J(x) be a differentiable
functional of x. Assume that the functions in Ω are not constrained
by any boundaries.
– If x� is an extremal function, then the variation of J must vanish
on x�, i.e. for all admissible δx,
δJ(x(t), δx(t)) = 0
– Proof is in Kirk, page 121, but it is relatively straightforward.
� tf
• How compute the variation? If J(x(t)) = t0 f (x(t))dt where f has
cts first and second derivatives with respect to x, then
� tf � �
∂f (x(t))
δJ(x(t), δx) = δxdt + f (x(tf ))δtf − f (x(t0))δt0
t0 ∂x(t)
� tf
= fx(x(t))δxdt + f (x(tf ))δtf − f (x(t0))δt0
t0

June 18, 2008

Spr 2008
Variation Examples: Scalar 16.323 5–5
• For more general problems, first consider the cost evaluated on a
scalar function x(t) with t0, tf and the curve endpoints fixed.
� tf
J(x(t)) = g(x(t), ẋ(t), t)dt
t0
� tf
⇒ δJ(x(t), δx) = [ gx(x(t), ẋ(t), t)δx + gẋ(x(t), ẋ(t), t)δẋ] dt
t0
– Note that
d
δxδẋ =
dt

so δx and δẋ are not independent.

• Integrate by parts:
� �
udv ≡ uv − vdu

with u = gẋ and dv = δ ẋdt to get:

� tf
t
δJ(x(t), δx) = gx(x(t), ẋ(t), t)δxdt + [gẋ(x(t), ẋ(t), t)δx]tf0
t0
� tf
d
− gẋ(x(t), ẋ(t), t)δxdt
t dt
� tf 0� �
d
= gx(x(t), ẋ(t), t) − gẋ(x(t), ẋ(t), t) δx(t)dt
t0 dt
t
+ [gẋ(x(t), ẋ(t), t)δx]tf0

• Since x(t0), x(tf ) given, then δx(t0) = δx(tf ) = 0, yielding

� tf � �
d
δJ(x(t), δx) = gx(x(t), ẋ(t), t) − gẋ(x(t), ẋ(t), t) δx(t)dt
t0 dt

June 18, 2008

Spr 2008 16.323 5–6

• Recall need δJ = 0 for all admissible δx(t), which are arbitrary within
(t0, tf ) ⇒ the (first order) necessary condition for a maximum or
minimum is called Euler Equation:

� �
∂g(x(t), ẋ(t), t) d ∂g(x(t), ẋ(t), t)
− =0
∂x dt ∂ ẋ

• Example: Find the curve that gives the shortest distance between 2
points in a plane (x0, y0) and (xf , yf ).
– Cost function – sum of differential arc lengths:
� xf � xf �
J = ds = (dx)2 + (dy)2
x0 x0
� � �2
� xf
dy
= 1+ dx
x0 dx
– Take y as dependent variable, and x as independent one
dy
→ ẏ
dx
– New form of the cost:
� xf � � xf
J= 1 + ẏ 2 dx → g(ẏ)dx
x0 x0

– Take partials: ∂g/∂y = 0, and

� � � �
d ∂g d ∂g dẏ
=
dx ∂ẏ dẏ ∂ẏ dx
� �
d ẏ ÿ
= ÿ = =0
dẏ (1 + ẏ 2)1/2 (1 + ẏ 2)3/2
which implies that ÿ = 0
– Most general curve with ÿ = 0 is a line y = c1x + c2

June 18, 2008

Spr 2008 16.323 5–7
Vector Functions
• Can generalize the problem by including several (N ) functions xi(t)
and possibly free endpoints
� tf
J(x(t)) = g(x(t), ẋ(t), t)dt
t0

with t0, tf , x(t0) fixed.

• Then (drop the arguments for brevity)

� tf
δJ(x(t), δx) = [ gxδx(t) + gẋδẋ(t)] dt
t0

– Integrate by parts to get:

� tf � �
d
δJ(x(t), δx) = gx − gẋ δx(t)dt + gẋ(x(tf ), ẋ(tf ), tf )δx(tf )
t0 dt

• The requirement then is that for t ∈ (t0, tf ), x(t) must satisfy

∂g d ∂g
− =0
∂x dt ∂ẋ
where x(t0) = x0 which are the given N boundary conditions, and
the remaining N more BC follow from:
– x(tf ) = xf if xf is given as fixed,
– If x(tf ) are free, then

∂g(x(t), ẋ(t), t)

=0
∂ẋ(tf )

• Note that we could also have a mixture, where parts of x(tf ) are given
as fixed, and other parts are free – just use the rules above on each
component of xi(tf )

June 18, 2008

 Spr 2008 16.323 5–8
Free Terminal Time
• Now consider a slight variation: the goal is to minimize

� tf
J(x(t)) = g(x(t), ẋ(t), t)dt
t0

with t0, x(t0) fixed, tf free, and various constraints on x(tf )

• Compute variation of the functional considering 2 candidate solutions:

– x(t), which we consider to be a perturbation of the optimal x�(t)
(that we need to find)
� tf
δJ(x�(t), δx) = [ gxδx(t) + gẋδẋ(t)] dt + g(x�(tf ), ẋ�(tf ), tf )δtf
t0

– Integrate by parts to get:

� tf � �
d
δJ(x�(t), δx) = gx − gẋ δx(t)dt
t0 dt
+ gẋ(x�(tf ), ẋ�(tf ), tf )δx(tf )
+ g(x�(tf ), ẋ�(tf ), tf )δtf

• Looks standard so far, but we have to be careful how we handle the

terminal conditions

June 18, 2008

 Spr 2008 16.323 5–9

Figure by MIT OpenCourseWare.

Figure 5.3: Comparison of possible changes to function at end time when tf is free.

• By definition, δx(tf ) is the difference between two admissible func­

tions at time tf (in this case the optimal solution x� and another
candidate x).
– But in this case, must also account for possible changes to δtf .
– Define δxf as being the difference between the ends of the two
possible functions – total possible change in the final state:
δxf ≈ δx(tf ) + ẋ�(tf )δtf
so δx(tf ) �= δxf in general.

• Substitute to get
� tf � �
d
δJ(x�(t), δx) = gx − gẋ δx(t)dt + gẋ(x�(tf ), ẋ�(tf ), tf )δxf
t0 dt

+ [g(x�(tf ), ẋ�(tf ), tf ) − gẋ(x�(tf ), ẋ�(tf ), tf )ẋ�(tf )] δtf

June 18, 2008

Spr 2008 16.323 5–10

• Independent of the terminal constraint, the conditions on the solution

x�(t) to be an extremal for this case are that it satisfy the Euler
equations
d
gx(x�(t), ẋ�(t), t) − gẋ(x�(t), ẋ�(t), t) = 0
dt

– Now consider the additional constraints on the individual elements

of x�(tf ) and tf to find the other boundary conditions

• Type of terminal constraints determines how we treat δxf and δtf

1. Unrelated
2. Related by a simple function x(tf ) = Θ(tf )
3. Specified by a more complex constraint m(x(tf ), tf ) = 0

• Type 1: If tf and x(tf ) are free but unrelated, then δxf and δtf are
independent and arbitrary ⇒ their coefficients must both be zero.
d
gx(x�(t), ẋ�(t), t) − gẋ(x�(t), ẋ�(t), t) = 0
dt
g(x�(tf ), ẋ�(tf ), tf ) − gẋ(x�(tf ), ẋ�(tf ), tf )ẋ�(tf ) = 0

gẋ(x�(tf ), ẋ�(tf ), tf ) = 0

– Which makes it clear that this is a two-point boundary

value problem, as we now have conditions at both t0 and tf

June 18, 2008

Spr 2008 16.323 5–11

• Type 2: If tf and x(tf ) are free but related as x(tf ) = Θ(tf ), then
dΘ
δxf = (tf )δtf
dt

– Substitute and collect terms gives

� tf � � �
d dΘ
δJ = gx − gẋ δxdt + gẋ(x�(tf ), ẋ�(tf ), tf ) (tf )
t0 dt dt
�
+ g(x�(tf ), ẋ�(tf ), tf ) − gẋ(x�(tf ), ẋ�(tf ), tf )ẋ�(tf ) δtf

– Set coefficient of δtf to zero (it is arbitrary) ⇒ full conditions

d
gx(x�(t), ẋ�(t), t) − gẋ(x�(t), ẋ�(t), t) = 0
dt
� �
dΘ
gẋ(x�(tf ), ẋ�(tf ), tf ) (tf ) − ẋ�(tf ) + g(x�(tf ), ẋ�(tf ), tf ) = 0
dt

– Last equation called the Transversality Condition

• To handle third type of terminal condition, must address solution of

constrained problems.

June 18, 2008

Spr 2008 16.323 5–12

Image removed due to copyright restrictions.

Figure 5.4: Summary of possible terminal constraints (Kirk, page 151)

June 18, 2008

Spr 2008 16.323 5–13
Example: 5–1
• Find the shortest curve from the origin to a specified line.

• Goal: minimize the cost functional (See page 5–6)

� tf �
J= 1 + ẋ2(t) dt
t0

given that t0 = 0, x(0) = 0, and tf and x(tf ) are free, but x(tf )
must line on the line
θ(t) = −5t + 15

• Since g(x, x,
˙ t) is only a function of x,
˙ Euler equation reduces to
ẋ�(t)
� �
d
=0
dt [1 + ẋ�(t)2]1/2
which after differentiating and simplifying, gives ẍ�(t) = 0 ⇒ answer
is a straight line
x�(t) = c1t + c0
but since x(0) = 0, then c0 = 0

• Transversality condition gives

x˙ �(tf )
� �
� � 2 1/2
[−5 − ẋ (tf )] + [1 + ẋ (tf ) ] =0
[1 + x˙ �(tf )2]1/2
that simplifies to
[ẋ�(tf )] [−5 − ẋ�(tf )] + [1 + ẋ�(tf )2] = −5ẋ�(tf ) + 1 = 0
so that ẋ�(tf ) = c1 = 1/5
– Not a surprise, as this gives the slope of a line orthogonal to the
constraint line.

• To find final time: x(tf ) = −5tf + 15 = tf /5 which gives tf ≈ 2.88

June 18, 2008

Spr 2008 16.323 5–14
Example: 5–2
• Had the terminal constraint been a bit more challenging, such as
1 dΘ
Θ(t) = ([t − 5]2 − 1) ⇒ =t−5
2 dt
• Then the transversality condition gives
ẋ�(tf )
� �
� 2 1/2
[tf − 5 − ẋ�(tf )] + [1 + ẋ�(tf )2]1/2 = 0
[1 + ẋ (tf ) ]

[ẋ�(tf )] [tf − 5 − ẋ�(tf )] + [1 + ẋ�(tf )2] = 0

c1 [tf − 5] + 1 = 0
• Now look at x�(t) and Θ(t) at tf
tf 1
x�(tf ) = − = ([tf − 5]2 − 1)

(tf − 5) 2
which gives tf = 3, c1 = 1/2 and x�(tf ) = t/2

Figure 5.5: Quadratic terminal constraint.

June 18, 2008

Spr 2008 16.323 5–15
Corner Conditions
• Key generalization of the preceding is to allow the possibility that the
solutions not be as smooth
– Assume that x(t) cts, but allow discontinuities in ẋ(t), which occur
at corners.
– Naturally occur when intermediate state constraints imposed, or
with jumps in the control signal.

• Goal: with t0, tf , x(t0), and x(tf ) fixed, minimize cost functional
� tf
J(x(t), t) = g(x(t), ẋ(t), t)dt
t0

– Assume g has cts first/second derivatives wrt all arguments

– Even so, ẋ discontinuity could lead to a discontinuity in g.

• Assume that ẋ has a discontinuity at some time t1 ∈ (t0, tf ), which

is not fixed (or typically known). Divide cost into 2 regions:
� t1 � tf
J(x(t), t) = g(x(t), ẋ(t), t)dt + g(x(t), ẋ(t), t)dt
t0 t1

• Expand as before – note that t1 is not fixed

� t1 � �
∂g ∂g
δJ = δx + δẋ dt + g(t−
1 )δt1
t0 ∂x ∂ẋ
� tf � �
∂g ∂g
+ δx + δẋ dt − g(t+
1 )δt1
t1 ∂x ∂ẋ

June 18, 2008

Spr 2008 16.323 5–16

• Now IBP
� t1 � �
d
δJ = gx − (gx˙ ) δxdt + g(t− − −
1 )δt1 + gẋ (t1 )δx(t1 )
t0 dt
� tf � �
d
+ gx − (gẋ) δxdt − g(t+ + +
1 )δt1 − gẋ (t1 )δx(t1 )
t1 dt

• As on 5–9, must constrain δx1, which is the total variation in the

solution at time t1
from lefthand side δx1 = δx(t− −
1 ) + ẋ(t1 )δt1
from righthand side δx1 = δx(t+ +
1 ) + ẋ(t1 )δt1

– Continuity requires that these two expressions for δx1 be equal

– Already know that it is possible that ẋ(t− +
1 ) �= ẋ(t1 ), so possible
that δx(t− +
1 ) �= δx(t1 ) as well.

• Substitute:
� t1 � �
d
gx − (gẋ) δxdt + g(t− − −
δt1 + gẋ(t−
� �
δJ = 1 ) − g (t
ẋ 1 )ẋ(t1 ) 1 )δx1
t dt
� 0tf � �
d
gx − (gẋ) δxdt − g(t+ + +
δt1 − gẋ(t+
� �
+ 1 ) − g (t
ẋ 1 )ẋ(t 1 ) 1 )δx1
t1 dt

• Necessary conditions are then:

d
gx − (gẋ) = 0 t ∈ (t0, tf )
dt
gẋ(t− +
1 ) = gẋ (t1 )

g(t− − − + + +
1 ) − gẋ (t1 )ẋ(t1 ) = g(t1 ) − gẋ (t1 )ẋ(t1 )

– Last two are the Weierstrass-Erdmann conditions

June 18, 2008

Spr 2008 16.323 5–17

• Necessary conditions given for a special set of the terminal conditions,

but the form of the internal conditions unchanged by different terminal
constraints
– With several corners, there are a set of constraints for each
– Can be used to demonstrate that there isn’t a corner

• Typical instance that induces corners is intermediate time constraints

of the form x(t1) = θ(t1).
– i.e., the solution must touch a specified curve at some point in time
during the solution.

• Slightly complicated in this case, because the constraint couples the

allowable variations in δx1 and δt since
dθ
δx1 = δt1 = θ̇δt1
dt
– But can eliminate δx1 in favor of δt1 in the expression for δJ to
get new corner condition:
� � � �
− − − − + + + +
g(t1 )+gẋ(t1 ) θ̇(t1 ) − ẋ(t1 ) = g(t1 )+gẋ(t1 ) θ̇(t1 ) − ẋ(t1 )
– So now gẋ(t− +
1 ) = gẋ (t1 ) no longer needed, but have x(t1 ) = θ(t1 )

June 18, 2008

Spr 2008 16.323 5–18
Corner Example
• Find shortest length path joining the points x = 0, t = −2 and
x = 0, t = 1 that touches the curve x = t2 + 3 at some point
�1 √
• In this case, J = −2 1 + ẋ2dt with x(1) = x(−2) = 0
and x(t1) = t21 + 3

• Note that since g is only a function of ẋ, then solution x(t) will only
be linear in each segment (see 5–13)
segment 1 x(t) = a + bt
segment 2 x(t) = c + dt
– Terminal conditions: x(−2) = a − 2b = 0 and x(1) = c + d = 0

• Apply corner condition:

ẋ(t−
1)
� � −
− 2 −
�
1 + ẋ(t1 ) + � 2t1 − ẋ(t1 )
1 + ẋ(t−
1)
2

1 + 2t− −
1 ẋ(t1 ) 1 + 2t+ +
1 ẋ(t1 )
= � =�
1 + ẋ(t−1 ) 2 1 + ẋ(t+1)
2

which gives:
1 + 2bt1 1 + 2dt1
√ =
√
1+b 2 1 + d2

• Solve using fsolve to get:

a = 3.0947, b = 1.5474, c = 2.8362, d = −2.8362, t1 = −0.0590
function F=myfunc(x); %

% x=[a b c d t1]; %

F=[x(1)-2*x(2);

x(3)+x(4);

(1+2*x(2)*x(5))/(1+x(2)^2)^(1/2) - (1+2*x(4)*x(5))/(1+x(4)^2)^(1/2);

x(1)+x(2)*x(5) - (x(5)^2+3);

x(3)+x(4)*x(5) - (x(5)^2+3)];

return %

x = fsolve(’myfunc’,[2 1 2 -2 0]’)

June 18, 2008

Spr 2008 16.323 5–19
Constrained Solutions
• Now consider variations of the basic problem that include constraints.
• For example, if the goal is to find the extremal function x� that
minimizes � tf
J(x(t), t) = g(x(t), ẋ(t), t)dt
t0
subject to the constraint that a given set of n differential equations
be satisfied
f (x(t), ẋ(t), t) = 0
where we assume that x ∈ Rn+m (take tf and x(tf ) to be fixed)

• As with the basic optimization problems in Lecture 2, proceed by

augmenting cost with the constraints using Lagrange multipliers
– Since the constraints must be satisfied at all time, these multipliers
are also assumed to be functions of time.
� tf
T
� �
Ja(x(t), t) = g(x, ẋ, t) + p(t) f (x, ẋ, t) dt
t0
– Does not change the cost if the constraints are satisfied.
– Time varying Lagrange multipliers give more degrees of freedom in
specifying how the constraints are added.

• Take variation of augmented functional considering perturbations to

both x(t) and p(t)
δJ(x(t), δx(t), p(t), δp(t))
� tf
gx + pT fx δx(t) + gẋ + pT fẋ δẋ(t) + f T δp(t) dt
�� � � � �
=
t0

June 18, 2008

Spr 2008 16.323 5–20

• As before, integrate by parts to get:

δJ(x(t), δx(t), p(t), δp(t))
� tf �� � �
d
gx + pT fx − gẋ + pT fẋ δx(t) + f T δp(t) dt
� � � �
=
t0 dt

• To simplify things a bit, define

ga(x(t), ẋ(t), t) ≡ g(x(t), ẋ(t), t) + p(t)T f (x(t), ẋ(t), t)

• On the extremal, the variation must be zero, but since δx(t) and
δp(t) can be arbitrary, can only occur if
� �
∂ga(x(t), ẋ(t), t) d ∂ga(x(t), ẋ(t), t)
− = 0
∂x dt ∂ ẋ

f (x(t), ẋ(t), t) = 0
– which are obviously a generalized version of the Euler equations
obtained before.

• Note similarity of the definition of ga here with the Hamiltonian on

page 4–4.

• Will find that this generalization carries over to future optimizations

as well.

June 18, 2008

Spr 2008 16.323 5–21
General Terminal Conditions
• Now consider Type 3 constraints on 5–10, which are a very general
form with tf free and x(tf ) given by a condition:
m(x(tf ), tf ) = 0

• Constrained optimization, so as before, augment the cost functional

� tf
J(x(t), t) = h(x(tf ), tf ) + g(x(t), ẋ(t), t)dt
t0

with the constraint using Lagrange multipliers:

� tf

T
Ja(x(t), ν, t) = h(x(tf ), tf )+ν m(x(tf ), tf )+ g(x(t), ẋ(t), t)dt

t0

• Considering changes to x(t), tf , x(tf ) and ν, the variation for Ja is

� �
T T
δJa = hx(tf )δxf + htf δtf + m (tf )δν + ν mx(tf )δxf + mtf (tf )δtf
� tf
+ [gxδx + gẋδẋ] dt + g(tf )δtf
t0
� �
T T
� �
= hx(tf ) + ν mx(tf ) δxf + htf + ν mtf (tf ) + g(tf ) δtf
� tf � �
d
+mT (tf )δν + gx − gẋ δxdt + gẋ(tf )δx(tf )
t0 dt

– Now use that δxf = δx(tf ) + ẋ(tf )δtf as before to get

T
� �
δJa = hx(tf ) + ν mx(tf ) + gẋ(tf ) δxf
� �
+ htf + ν mtf (tf ) + g(tf ) − gẋ(tf )ẋ(tf ) δtf + mT (tf )δν
T

� tf � �
d
+ gx − gẋ δxdt
t0 dt

June 18, 2008

Spr 2008 16.323 5–22

• Looks like a bit of a mess, but we can clean it up a bit using

w(x(tf ), ν, tf ) = h(x(tf ), tf ) + ν T m(x(tf ), tf )
to get
δJa = [wx(tf ) + gx˙ (tf )] δxf
� �
+ wtf + g(tf ) − gẋ(tf )ẋ(tf ) δtf + mT (tf )δν
� tf � �
d
+ gx − gẋ δxdt
t0 dt
– Given the extra degrees of freedom in the multipliers, can treat all
of the variations as independent ⇒ all coefficients must be zero to
achieve δJa = 0

• So the necessary conditions are

d
gx − gẋ = 0 (dim n)
dt
wx(tf ) + gẋ(tf ) = 0 (dim n)
wtf + g(tf ) − gẋ(tf )ẋ(tf ) = 0 (dim 1)
– With x(t0) = x0 (dim n) and m(x(tf ), tf ) = 0 (dim m) combined
with last 2 conditions ⇒ 2n + m + 1 constraints
– Solution of Eulers equation has 2n constants of integration for x(t),
and must find ν (dim m) and tf ⇒ 2n + m + 1 unknowns

• Some special cases:

– If tf is fixed, h = h(x(tf )), m → m(x(tf )) and we lose the last
condition in box – others remain unchanged
– If tf is fixed, x(tf ) free, then there is no m, no ν and w reduces
to h.

• Kirk’s book also considers several other type of constraints.

June 18, 2008