Brachistochrone Optimal Control Problem
The brachistochrone optimal control problem is stated as follows. Minimize the cost functional
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subject to the dynamic constraints

and the boundary conditions

The solution to the brachistochrone optimal control problem using GPOPS-II is shown in the figures below.


Image “Curve of the Red and White Roller Coaster Rail” Courtesy of FreeDigitalPhotos.net. Photo by Keerati. Used with Permission.
GPOPS-II: Next-Generation Optimal Control Software