Neighboring extremals of dynamic optimization problems with path equality constraints
Neighboring extremals of dynamic optimization problems with path equality constraints and with an unknown parameter vector are considered. With some simplifications, the problem is reduced to solving a linear, time- varying two-point boundary-value problem with integral path equality constraints. A modified backward sweep method is used to solve this problem. Two example problems are solved to illustrate the validity and usefulness of the solution technique.
sequential gradient-restoration algorithm
scientific article; zbMATH DE number 4009194