A numerical study of augmented penalty function algorithms for terminally constrained optimal control problems

1974 ◽  
Vol 14 (4) ◽  
pp. 393-403 ◽  
Author(s):  
R. J. O'Doherty ◽  
B. L. Pierson
Keyword(s):  
Optimal Control ◽  
Penalty Function ◽  
Optimal Control Problems ◽  
Numerical Study ◽  
Control Problems ◽  
Constrained Optimal Control ◽  
Augmented Penalty Function

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.

scholarly journals The non-parameter penalty function method in constrained optimal control problems

1991 ◽  
Vol 4 (2) ◽  
pp. 165-173
Author(s):  
An-Qing Xing
Keyword(s):  
Optimal Control ◽  
Penalty Function ◽  
Optimal Control Problems ◽  
Optimization Problems ◽  
Control Problems ◽  
Penalty Function Method ◽  
Constrained Optimal Control ◽  
Constrained Problem ◽  
Convergence Results ◽  
Constrained Optimal Control Problem

This paper is concerned with the generalization, numerical implementation and testing of the non-parameter penalty function algorithm which was initially developed for solving n-dimensional optimization problems. It uses this method to transform a constrained optimal control problem into a sequence of unconstrained optimal control problems. It is shown that the solutions to the original constrained problem. Convergence results are proved both theoretically and numerically.

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