This example code features in
    
    Hidden invariant convexity for global and conic-intersection optimality guarantees in discrete-time optimal control
    
by Jorn H. Baayen and Krzysztof Postek, published in Journal of Global Optimization and available online at

    https://link.springer.com/article/10.1007/s10898-021-01072-5

The approach introduced in the paper and illustrated with this example forms the basis of 
KISTERS Real Time Optimization (RTO), an enterprise solution for real-time global optimization
of hydraulic systems.

A related approach is implemented in the open source software package RTC-Tools, version 2.0 and higher.

This code was tested with CasADi 3.5.1.