A computational algorithm for a class of time-lag optimal control problems involving control and terminal inequality constraints is presented. The convergence properties of the algorithm is also investigated. To test the algorithm, an example is solved.
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This work was partially supported by the Australian Research Grant Committee.
Communicated by Y. C. Ho
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Teo, K.L., Wong, K.H. & Clements, D.J. A feasible directions algorithm for time-lag optimal control problems with control and terminal inequality constraints. J Optim Theory Appl 46, 295–317 (1985). https://doi.org/10.1007/BF00939286
- Nonlinear time-lag systems
- linear control constraints
- nonlinear terminal inequality constraints
- conditional gradient methods
- feasible direction methods
- control parametrization
- initial feasible control
- computational schemes
- finite convergence