Linear quadratic optimal control problems with inequality constraints via rationalized Haar functions

numerical method for solving linear quadratic optimal control problems with inequality constraints is presented in this paper. The method is based upon rationalized Haar function approximations. The properties of rationalized Haar functions are first presented. The operational matrix of integration is then utilized to reduce the optimal control problems to the solution of algebraic equations. The inequality constrains are converted to a system of algebraic equalities, these equalities are then collocated at newton-cotes nodes. Illustrative examples are included to demonstrate the validity and applicability of the technique.