Sequential Gradient-Restoration Algorithm for Optimal Control Problems with Bounded State Variables. Part 1. Theory

摘要

The paper considers the numerical solution of optimal control problems involving a functional I subject to differential constraints, a state variable inequality constraint, and terminal constraints. The problem is to find the state x(t), the control u(t), and the parameter pi so that the functional is minimized, while the constraints are satisfied to a predetermined accuracy. The approach taken is a sequence of two-phase processes or cycles, composed of a gradient phase and a restoration phase. (Modified author abstract)