Numerical solution of optimal control problems for linear systems of ordinary differential equations

Abstract An original numerical matrix algorithm aimed at solving the optimal control problems for linear systems of ordinary differential equations with constant coefficients is proposed. The work of the algorithm is demonstrated with the problem, which consists in generating a given small disturbance of the Poiseuille flow in an infinite duct by blowing and suction through the walls. The costs of creating the leading modes and optimal disturbances are compared, which is of independent interest.