Journal of Applied Mathematics and Stochastic Analysis
Volume 4 (1991), Issue 2, Pages 165-173
doi:10.1155/S1048953391000138
Abstract
This paper is concerned with the generalization, numerical
implementation and testing of the non-parameter penalty function algorithm
which was initially developed for solving n-dimensional optimization problems.
It uses this method to transform a constrained optimal control problem into a
sequence of unconstrained optimal control problems. It is shown that the
solutions to the original constrained problem. Convergence results are proved
both theoretically and numerically.