scholarly journals The Exact Penalty Function Method in Constrained Optimal Control Problems

1994 ◽  
Vol 186 (2) ◽  
pp. 514-522 ◽  
Author(s):  
A.Q. Xing
Keyword(s):  
Optimal Control ◽  
Penalty Function ◽  
Function Method ◽  
Optimal Control Problems ◽  
Exact Penalty Function ◽  
Control Problems ◽  
Penalty Function Method ◽  
Exact Penalty ◽  
Constrained Optimal Control

scholarly journals Applications of the penalty function method in constrained optimal control problems

1989 ◽  
Vol 2 (4) ◽  
pp. 251-265 ◽  
Author(s):  
An-qing Xing
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Penalty Function ◽  
Function Method ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Penalty Function Method ◽  
Constrained Optimal Control ◽  
Numerical Examples ◽  
Constrained Optimal Control Problem

This paper uses the penalty function method to solve constrained optimal control problems. Under suitable assumptions, we can solve a constrained optimal control problem by solving a sequence of unconstrained optimal control problems. In turn, the constrained solution to the main problem can be obtained as the limit of the solutions of the sequence. In using the penalty function method to solve constrained optimal control problems, it is usually assumed that each of the modified unconstrained optimal control problems has at least one solution. Here we establish an existence theorem for those problems. Two numerical examples are presented to demonstrate the findings.

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