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A feasible directions algorithm for time-lag optimal control problems with control and terminal inequality constraints

Abstract

A computational algorithm for a class of time-lag optimal control problems involving control and terminal inequality constraints is presented. The convergence properties of the algorithm is also investigated. To test the algorithm, an example is solved.

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References

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Additional information

This work was partially supported by the Australian Research Grant Committee.

Communicated by Y. C. Ho

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Teo, K.L., Wong, K.H. & Clements, D.J. A feasible directions algorithm for time-lag optimal control problems with control and terminal inequality constraints. J Optim Theory Appl 46, 295–317 (1985). https://doi.org/10.1007/BF00939286

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Key Words

  • Nonlinear time-lag systems
  • linear control constraints
  • nonlinear terminal inequality constraints
  • conditional gradient methods
  • feasible direction methods
  • control parametrization
  • initial feasible control
  • computational schemes
  • finite convergence