The non-parameter penalty function method in constrained optimal control problems. (1991)

• Record Type: Journal Article
• Authors: Xing, An-Qing
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 4:Number 2(1991)
• Page Start: 165
• Page End: 173
• Publication Date: 1991
• Subjects: non-parameter penalty function -- transform -- constrained optimal control -- sequence of unconstrained problems; Mathematical models -- Periodicals; Computer simulation -- Periodicals; Computer science -- Mathematics -- Periodicals; Computer science -- Mathematics; Computer simulation; Mathematical models; Applied Mathematics; Periodicals; Electronic journals; 519.22
• DOI: 10.1155/S1048953391000138
• Languages: English
• ISSNs: 1048-9533

Abstract

Abstract : 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.