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)


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


Optimal Control Problem Gradient Method Penalty Function Mathematical Programming Problem Unconstrained Problem 
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Copyright information

© Springer-Verlag Berlin HeIDelberg 1978

Authors and Affiliations

  • M. Vlach
    • 1
  1. 1.Department of Cybernetics and Operations ResearchCharles UniversityPragueCzechoslovakia

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