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Open AccessArticle

Novel Spreadsheet Direct Method for Optimal Control Problems

ExcelWorks LLC, Sharon, MA 02067, USA
Math. Comput. Appl. 2018, 23(1), 6; https://doi.org/10.3390/mca23010006
Received: 26 December 2017 / Revised: 22 January 2018 / Accepted: 23 January 2018 / Published: 25 January 2018
(This article belongs to the Special Issue Optimization in Control Applications)
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Abstract

We devise a simple yet highly effective technique for solving general optimal control problems in Excel spreadsheets. The technique exploits Excel’s native nonlinear programming (NLP) Solver Command, in conjunction with two calculus worksheet functions, namely, an initial value problem solver and a discrete data integrator, in a direct solution paradigm adapted to the spreadsheet. The technique is tested on several highly nonlinear constrained multivariable control problems with remarkable results in terms of reliability, consistency with pseudo-spectral reported answers, and computing times in the order of seconds. The technique requires no more than defining a few analogous formulas to the problem mathematical equations using basic spreadsheet operations, and no programming skills are needed. It introduces an alternative, simpler tool for solving optimal control problems in social and natural science disciplines. View Full-Text
Keywords: optimal control; dynamical optimization; parameter estimation; differential equations; spreadsheet; Excel Solver optimal control; dynamical optimization; parameter estimation; differential equations; spreadsheet; Excel Solver
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Ghaddar, C.K. Novel Spreadsheet Direct Method for Optimal Control Problems. Math. Comput. Appl. 2018, 23, 6.

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