
Accession Number : AD0691322
Title : PENALTY METHODS IN OPTIMALCONTROL 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 fixedendpoint problem in optimalcontrol theory with special intermediate and control constraints, we prove that under certain restrictions one may replace this optimalcontrol problem by a sequence of unconstrained (free) variational problems by the use of a penalty function. This function incorporates the dynamical equations, intermediatestate constraints, and control constraints, as well as the initialstate 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