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