Remarks on the algorithm of sakawa for optimal control problems |
| |
| Authors: | Hans Benker Andreas Hamel |
| |
| Institution: | Fachbereich Mathematik und Informatik , Martin-Luther-Universit?t Halle-Wittenberg , Halle(Saale), D-06099, Germany E-mail: hamel@mathematik.uni-halle.de |
| |
| Abstract: | A general optimal control problem for ordinary differential equations is considered. For this problem, some improvements of the algorithm of Sakawa are discussed. We avoid any convexity assumption and show with an example that the algorithm is even applicable in cases in which no optimal control exists. |
| |
| Keywords: | optimal control numerical methods augmented Hamiltonian |
|
