Local convergence of an algorithm for solving optimal control problems |
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Authors: | Y Shindo Y Sakawa |
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Institution: | (1) Department of Control Engineering, Faculty of Engineering Science, Osaka University, Toyonaka, Osaka, Japan |
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Abstract: | In this paper, a method is proposed for the numerical solution of optimal control problems with terminal equality constraints. The multiplier method is employed to deal with the terminal equality constraints. It is shown that a sequence of control functions, which converges to the optimal control, is obtained by the alternate update of control functions and multipliers.The authors wish to thank Dr. N. Fujii for his most valuable comments and suggestions. |
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Keywords: | Optimal control terminal equality constraints multiplier methods augmented Lagrangians linearly convergent update formulas |
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