# Augmented Penalty Function Technique for Optimal Control Problems

• M. Vlach
Conference paper
Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 157)

## Abstract

Let f,g1,g1 g2,…gm be real functions of n variables x1,…xn. ConsIDer the problem
$$\matrix{ {\min imize} \hfill & {f(x)} \hfill \cr {subject\,to} \hfill & {g_i (x) = Q, i = 1,2, \ldots, m.} \hfill \cr }$$
(1)
Penalty function methods obtain a solution to the preceding problem as a limit of solutions of suitable chosen unconstrained problems.

## Keywords

Optimal Control Problem Gradient Method Penalty Function Mathematical Programming Problem Unconstrained Problem
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## Reference

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