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Balance function for the optimal control problem

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Abstract

The balance-function concept for transforming constrained optimization problems into unconstrained optimization problems, for the purpose of finding numerical iterative solutions, is extended to the optimal control problem. This function is a combination orbalance between the penalty and Lagrange functions. It retains the advantages of the penalty function, while eliminating its numerical disadvantages. An algorithm is developed and applied to an orbit transfer problem, showing the feasibility and usefulness of this concept.

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Additional information

These results are part of the author's doctoral thesis written under Professors H. Lo and D. Alspaugh of Purdue University.

Communicated by L. D. Berkovitz

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Nahra, J.E. Balance function for the optimal control problem. J Optim Theory Appl 8, 35–48 (1971). https://doi.org/10.1007/BF00932852

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Keywords

  • Control Problem
  • Optimal Control Problem
  • Penalty Function
  • Lagrange Function
  • Iterative Solution