An exact penalty method for solving optimal control problems (Q1060815)

The paper discusses an algorithm which basically consists of an integrator and a minimizer characterized by an exact penalty function for solving an optimal control problem in which the final time is unknown via convertion of the problem under investigation into a mathematical problem such that a point satisfying the differential equations using the integrator is provided to the minimizer and subsequently obtaining a lower performance index while the integrator is reinitiated until a suitable predetermined stopping criterion is satisfied.