Local convergence of an algorithm for solving optimal control problems (Q799934)
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scientific article; zbMATH DE number 3874074
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local convergence of an algorithm for solving optimal control problems |
scientific article; zbMATH DE number 3874074 |
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Local convergence of an algorithm for solving optimal control problems (English)
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1985
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In this paper, a method is proposed for the numerical solution of optimal control problems with terminal equality constraints. The multiplier method is employed to deal with the terminal equality constraints. It is shown that a sequence of control functions, which converges to the optimal control, is obtained by the alternate update of control functions and multipliers.
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augmented Lagrangians
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terminal equality constraints
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multiplier method
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update
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