A generalization of a result of Jones and McCormick on optimal control problem (Q759995)
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scientific article; zbMATH DE number 3883092
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalization of a result of Jones and McCormick on optimal control problem |
scientific article; zbMATH DE number 3883092 |
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A generalization of a result of Jones and McCormick on optimal control problem (English)
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1984
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A method of \textit{A. P. Jones} and \textit{G. P. McCormick} [Siam J. Control 8, 218-225 (1970; Zbl 0225.49033)] for an optimal control problem is generalized in this work. The new generalization modifies the penalty function used by Jones and McCormick to incorporate some new constraints to be satisfied by the state and control variables. The result is an extension of Zangwill's penalty method used in nonlinear programming problems for the case of optimal control problems [see \textit{W. I. Zangwill}, ''Nonlinear programming: A unified approach'', Prentice Hall, N. J. (1969; Zbl 0195.208)].
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penalty function
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Zangwill's penalty method
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