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

  • K. L. Teo
  • K. H. Wong
  • D. J. Clements
Contributed Papers

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.

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 

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References

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Copyright information

© Plenum Publishing Corporation 1985

Authors and Affiliations

  • K. L. Teo
    • 1
  • K. H. Wong
    • 2
  • D. J. Clements
    • 3
  1. 1.Department of Industrial and Systems EngineeringNational University of SingaporeKent RidgeSingapore
  2. 2.Department of Applied MathematicsUniversity of WitwatersrandJohannesburgSouth Africa
  3. 3.School of Electrical Engineering and Computer ScienceUniversity of New South WalesKensingtonAustralia

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