Applications of the penalty function method in constrained optimal control problems. (English) Zbl 0703.49031
The penalty function approach is applied to an optimal control problem with state constraints. The problem is replaced by a sequence of unconstrained problems in which the deviation from the state constraints is increasingly penalized by an additive term in the objective function. Repeating a well known argument the author proves convergence, as well as the existence of the solutions to the approximating unconstrained problems. Two numerical examples are discussed.
Reviewer: V.Veliov
MSC:
49M30 | Other numerical methods in calculus of variations (MSC2010) |