The non-parameter penalty function method in constrained optimal control problems
1991 ◽
Vol 4
(2)
◽
pp. 165-173
Keyword(s):
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.
1989 ◽
Vol 2
(4)
◽
pp. 251-265
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1994 ◽
Vol 186
(2)
◽
pp. 514-522
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1992 ◽
Vol 25
(2)
◽
pp. 127-149
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2012 ◽
Vol 21
(1)
◽
pp. 81-97
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1975 ◽
pp. 128-133
1996 ◽
Vol 17
(5)
◽
pp. 341-355
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2011 ◽
Vol 151
(2)
◽
pp. 260-291
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