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Anchoring conditions for the sequential gradient-restoration algorithm and the modified quasilinearization algorithm for optimal control problems with bounded state

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Abstract

In Refs. 1–2, the sequential gradient-restoration algorithm and the modified quasilinearization algorithm were developed for optimal control problems with bounded state. These algorithms have a basic property: for a subarc lying on the state boundary, the state boundary equations are satisfied at every iteration, if they are satisfied at the beginning of the computational process. Thus, the subarc remains anchored on the state boundary. In this paper, the anchoring conditions employed in Refs. 1–2 are derived.

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References

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Authors and Affiliations

  1. Department of Mechanical and Aerospace Engineering and Materials Science, Rice University, Houston, Texas

    H. Y. Huang (Assistant Professor of Aero-Astronautics) & A. Esterle (NASA International University Fellow in Space Science)

Authors
  1. H. Y. Huang
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  2. A. Esterle
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Additional information

This research was supported by the Office of Scientific Research, Office of Aerospace Research, United States Air Force, Grant No. AF-AFOSR-72-2185.

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Huang, H.Y., Esterle, A. Anchoring conditions for the sequential gradient-restoration algorithm and the modified quasilinearization algorithm for optimal control problems with bounded state. J Optim Theory Appl 12, 471–484 (1973). https://doi.org/10.1007/BF00935242

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