Accession Number : AD0691322

Title :   PENALTY METHODS IN OPTIMAL-CONTROL THEORY.

Descriptive Note : Technical papers,

Corporate Author : RESEARCH ANALYSIS CORP MCLEAN VA

Personal Author(s) : Jones,Arnold P. ; McCormick,Garth P.

Report Date : JUL 1969

Pagination or Media Count : 20

Abstract : The recent appearance of a paper by A. V. Balakrishnan, in which a penalty function was used to remove the necessity of solving the dynamical equations in order to compute the solution of an optimal control problem, has motivated the developments presented here. Restricting ourselves to a fixed-end-point problem in optimal-control theory with special intermediate and control constraints, we prove that under certain restrictions one may replace this optimal-control problem by a sequence of unconstrained (free) variational problems by the use of a penalty function. This function incorporates the dynamical equations, intermediate-state constraints, and control constraints, as well as the initial-state constraint (initial condition) with appropriate penalties. (Author)

Descriptors :   (*CONTROL SYSTEMS, NONLINEAR PROGRAMMING), CALCULUS OF VARIATIONS, DIFFERENTIAL EQUATIONS, OPTIMIZATION, CONVERGENCE, THEOREMS

Subject Categories : Numerical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE