An exact penalty function algorithm for optimal control problems with control and terminal equality constraints,part 2

In Part 1 of this paper, implementable and conceptual versions of an algorithm for optimal control problems with control constraints and terminal equality constraints were presented. It was shown that anyL accumulation points of control sequences generated by the algorithms satisfy necessary conditions of optimality. Since such accumulation points need not exist, it is shown in this paper that control sequences generated by the algorithms always have accumulation points in the sense of control measure, and these accumulation points satisfy optimality conditions for the corresponding relaxed control problem.This work was supported by the United Kingdom Science Research Council, by the US Army Research Office, Contract No. DAA-29-73-C-0025, and by the National Science Foundation, Grant No. ENG-73-08214-A01.