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A new augmented penalty function technique for optimal control problems |
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| Authors: | M A Connor M Vlach |
| Institution: | (1) Department of Mathematics, University of Technology, Loughborough, Leicestershire, England;(2) Faculty of Mathematics and Physics, Charles University, Prague, Czechoslovakia |
| Abstract: | This note presents an extension of the Miele—Cragg-Iyer-Levy augmented function method for finite-dimensional optimization problems to optimal control problems. A numerical study is provided. |
| Keywords: | Optimal control augmented penalty function terminal constraints gradient methods |
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