An exact penalty method for solving optimal control problems (Q1060815)
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scientific article; zbMATH DE number 3909652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An exact penalty method for solving optimal control problems |
scientific article; zbMATH DE number 3909652 |
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An exact penalty method for solving optimal control problems (English)
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1985
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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.
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exact penalty method
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optimal control
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mathematical programming problem
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integrator
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minimizer
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stopping criterion
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