[Ipopt] Optimal control problem (discretize and c++ inerface)

Pablo Perez pabloperez555 at hotmail.com
Wed Sep 14 09:35:02 EDT 2016

Dear all,
after having discovered Ipopt last month, I have thought using it in my academic research for optimizing the power use of a dynamic of a point mass train.
Due to the optimal control nature of the problem, I understand that the problem must be discretized (by an Euler method, pe). The problem has the next structure:
min J(x, u) = Integral[0, T](f(x, u)·dt);dx/dt = y(x, u);g(x, u) >= K;x_min <= x <= x_max;u_min <= u <= u_max;x(0) = x0;
I have test and understand the examples provided with Ipopt and other users, but all of them are about continuos time problems. The only discrete systems problems I have found are used throught AMPL interface mostly, but I would like using Ipopt throught the C++ interface because it should be embeded within a standalone application.
Please, does anyone knows of some link where there aer an example of how to use Ipopt with a discretized system using c++ interface? Might anybody provide me with any source code example?
Best regards,Pablo 		 	   		  
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