A strong variational algorithm for delay systems

In this paper, we present a convergent extension of the first-order strong-variational algorithm by Mayne and Polak (Ref. 1) for solving optimal control problems with control constraints to delay systems. Although the algorithm is similar to the one presented in Ref. 1, the proof of convergence is different, since the differential dynamic techniques used by Mayne and Polak are not applicable.This work forms part of the author's PhD Dissertation and was conducted at the Imperial College of Science and Technology under a studentship awarded by the UK Science and Engineering Research Council. This assistance is gratefully acknowledged. The author also wishes to thank Dr. R. B. Vinter for his encouragement and help.