Numerical algorithm for the Mayer problem for nonlinear dynamic systems

An algorithm is proposed for numerical construction of optimal programmed controls in the Mayer problem for a nonlinear dynamic system. In each step of the optimization process, the algorithm uses the method of successive linearization with subsequent projection of the objective functional gradient on the constraints and recovery of violated boundary conditions and constraints. Solutions of some test problems are reported.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 56, pp. 107–114, 1985.