A COMPARISON BETWEEN SOME METHODS FOR COMPUTING OPTIMUM PATHS IN THE PROBLEM OF BOLZA

摘要

(1)It converges more rapidly, if it converges. There is no question of how closely the path approaches an extremal, since only extremals are used. (3) Discontinuous or even unbounded control and constraints on the variables seem to pose no major problem. (4) The optimum correction to a perturbed optimum trajectory involves only a few more iterations. (5) Various identities and relations associated with extremals can be used;for example, if the independent variable does not enter explicitly, the Hamiltonian is constant. (6) There is no arbitrary step size in the solution;they are determined by the Newton-Rap son routine. (7) The method seems more flexible in treating unusual problems.