Solution of ill-conditioned optimality conditions for control of turbo-alternators

The computational solution of the optimality equations for torque and voltage control of a large-scale turbo-alternator is considered. The equations are extremely ill-conditioned as a consequence of the ill-conditioning of the linearized system model. Our main result is to point out that using the Ricatti equation to estimate the initial values of the Lagrange multipliers renders the equations in a form that can easily be solved as an initial value problem for the non-linear system.