A nonlinear optimal control minimization technique

Author:
Russell D. Rupp

Journal:
Trans. Amer. Math. Soc. **178** (1973), 357-381

MSC:
Primary 49D99

DOI:
https://doi.org/10.1090/S0002-9947-1973-0322645-8

MathSciNet review:
0322645

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Abstract: Hestenes' method of multipliers is applied to a nonlinear optimal control problem. This requires that a differentially constrained problem be embedded in a family of unconstrained problems so as to preserve standard sufficiency criteria. Given an initial estimate of the Lagrange multipliers, a convergent sequence of arcs is generated. They are minimizing with respect to members of the above family, and their limit is the solution to the differentially constrained problem.

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Additional Information

DOI:
https://doi.org/10.1090/S0002-9947-1973-0322645-8

Keywords:
Calculus of variations,
optimal control theory,
method of multipliers,
algorithm

Article copyright:
© Copyright 1973
American Mathematical Society