The Switch Point Algorithm

The Switch Point Algorithm is a new approach for solving optimal control problems whose solutions are either singular or bang-bang both and bang-bang, which possess finite number of jump discontinuities in an at the points time where solution structure changes. Problems this class can often be reduced to optimization over switching points. Formulas derived derivative objective with respect switch points, initial costate, terminal time. All these derivatives computed simultaneously just one integration state costate dynamics. Hence, gradient-based unconstrained techniques, including conjugate gradient method quasi-Newton methods, used compute control. performance algorithm illustrated using test known comparisons other algorithms from literature.