An exact penalty function algorithm for control problems with state and control constraints

DOI10.1109/TAC.1987.1104615zbMath0613.34051MaRDI QIDQ3754330

Elijah Polak, David Q. Mayne

Publication date: 1987

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

numerical methodsnonlinear programmingstate and control constraintspenalty function algorithmArmijo-like procedureopen-loop control problems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Programming in abstract spaces (90C48) Control problems involving ordinary differential equations (34H05) Methods of reduced gradient type (90C52) Methods of successive quadratic programming type (90C55)

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