Journal of Applied Mathematics and Stochastic Analysis
Volume 4 (1991), Issue 2, Pages 165-173
doi:10.1155/S1048953391000138
The non-parameter penalty function method in constrained optimal control problems
University of Regina, Department of Mathematics and Statistics, Saskatchewan, Regina S4S OA2, Canada
Received 1 September 1989; Revised 1 September 1990
Copyright © 1991 An-Qing Xing. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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.