Iterative Dynamic Programming (IDP) is proven to be a useful technique for solving constrained dynamic optimisation problems. A high purity binary distillation column model has been chosen to investigate some of the IDP properties as well as its applicability. The investigated problems cover transitions from one steady state to another with the minimization of a quadratic cost function with associated terminal constraints.Dans cet article, nous avons demontre que la programmation dynamique iterative est une methode adaptee a la resolution des problemes d'optimisation dynamique sous contraintes. Une colonne de distillation binaire de grande purete est utilisee pour etudier I'applicabilite et certaines proprietes de cette technique. Le probleme etudie conceme la transition d'un point de fonctionnement stationnaire a un autre par minimisation d'un critere quadratique sous contraintes terminales.
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