Optimization problem solution with state space system as the constraint

Hello everyone, I want to solve an optimization problem with quadratic cost function and the constraints are a difference equation representing a system in state space form. Can someone please guide me how to implement this for solution in matlab. Thank you.

Answer 1

[Ziyang Zhang]

hello, did you have the solution? I am facing with the same problem.

[MOHD FARUQUI]

Hi, didn't have the solution but following links should help

https://www.youtube.com/watch?v=WHnIfKUfjQY

Numerical Optimal Control Prof. Dr. Moritz Diehl