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Transactions of the American Mathematical Society

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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.


References [Enhancements On Off] (What's this?)

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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

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