Sequential conjugate-gradient-restoration algorithm for optimal control problems. Part 2. Examples

In Ref. 1, Heideman and Levy developed the sequential conjugate-gradient-restoration algorithm for minimizing a functional subject to differential constraints and terminal constraints. In this report, several numerical examples are presented, some pertaining to a quadratic functional subject to linear constraints and some pertaining to a nonquadratic functional subject to nonlinear constraints. These examples demonstrate the feasibility as well as the rapid convergence characteristic of the sequential conjugate-gradient-restoration algorithm.