An algorithm is proposed to solve the problem of bang–bang constrained optimal control of non‐linear systems with free terminal time. The initial and terminal states are prescribed. The problem is reduced to minimizing a Lagrangian subject to equality constraints defined by the terminal state. A solution is obtained by solving a system of non‐linear equations. Since the terminal time is free, time‐optimal control is given a special emphasis. Second‐order sufficient conditions of optimality are also stated. The algorithm is demonstrated by a detailed study of the switching structure for stabilizing the F–8 aircraft in minimum time, and other examples. Copyright © 2005 John Wiley & Sons, Ltd.

In this paper an algorithm is proposed to solve the problem of time-optimal bang–bang control of nonlinear systems from a given initial state to a given terminal state. The problem is reduced to the problem of minimising a Lagrangian subject to an equality constraint defined by the terminal state. Then a solution is obtained by solving a system of nonlinear equations. Examples are given so as to illustrate the algorithm presented.