ISSN:
1573-2878
Keywords:
Augmented penalty function
;
penalty function methods
;
method of multipliers
;
numerical methods
;
state variable constraints
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Three augmented penalty function algorithms are tested and compared with an ordinary penalty function algorithm for two demonstration optimal control problems. Although the augmented penalty function is quite helpful in solving control problems with terminal state constraints, the convergence can be improved significantly by providing systematic increases in the penalty constant.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00933305
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