Automation and Remote Control

, Volume 65, Issue 3, pp 483–492 | Cite as

Penalty Functions in a Control Problem

  • V. V. Karelin


The exact penalty method is applied to the problem of optimal control of a system described by ordinary differential equations. Though the functional thus obtained is essentially nonsmooth, it is direction differentiable (and even subdifferentiable). Differential equations are regarded as constraints and “eliminated” by introducing a penalty function. The aim of this paper is to show the well-known conditions of optimality can be derived via penalty functions.


Differential Equation Mechanical Engineer Ordinary Differential Equation Control Problem System Theory 
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Copyright information

© MAIK “Nauka/Interperiodica” 2004

Authors and Affiliations

  • V. V. Karelin
    • 1
  1. 1.St. Petersburg State UniversitySt. PetersburgRussia

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