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Nonlinearly constrained optimal control problems

Published online by Cambridge University Press:  17 February 2009

K. L. Teo  and
K. H. Wong
K. L. Teo
Affiliation:
Dept. of Mathematics, University of Western Australia, Nedlands, W.A., Australia.
K. H. Wong
Affiliation:
Dept. of Applied Mathematics, Univesity of the Witwatersrand, Johannesburg, South Africa.
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Abstract

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In a paper by Teo and Jennings, a constraint transcription is used together with the concept of control parametrisation to devise a computational algorithm for solving a class of optimal control problems involving terminal and continuous state constraints of inequality type. The aim of this paper is to extend the results to a more general class of constrained optimal control problems, where the problem is also subject to terminal equality state constraints. For illustration, a numerical example is included.

Type
Research Article
Information
The ANZIAM Journal , Volume 33 , Issue 4 , April 1992 , pp. 517 - 530
Copyright
Copyright © Australian Mathematical Society 1992

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