Some Properties of the Sequential Gradient-Restoration Algorithm and the Modified Quasilinearization Algorithm for Optimal Control Problems with Bounded State

摘要

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 the paper, the anchoring conditions are derived. (Author)