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Structure-preserving techniques for solving essential computational problems in optimal control are presented. The techniques use possibly extended skew-Hamiltonian/Hamiltonian matrix pencils, and specialized algorithms to exploit their structure: the symplectic URV decomposition, periodic QZ algorithm, solution of periodic Sylvester-like equations, etc. The structure-preserving approach has the potential to avoid the numerical difficulties which are encountered for a traditional, non-structured solution, returned by the currently available software tools. Preliminary computational results are presented.

COMPUTATIONAL EXPERIENCE WITH STRUCTURE-PRESERVING HAMILTONIAN SOLVERS IN OPTIMAL CONTROL