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A feasible directions algorithm for time-lag optimal control problems with control and terminal inequality constraints

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Abstract

A computational algorithm for a class of time-lag optimal control problems involving control and terminal inequality constraints is presented. The convergence properties of the algorithm is also investigated. To test the algorithm, an example is solved.

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References

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Author information

Authors and Affiliations

  1. Department of Industrial and Systems Engineering, National University of Singapore, Kent Ridge, Singapore

    K. L. Teo (Associate Professor)

  2. Department of Applied Mathematics, University of Witwatersrand, Johannesburg, South Africa

    K. H. Wong (Lecturer)

  3. School of Electrical Engineering and Computer Science, University of New South Wales, Kensington, New South Wales, Australia

    D. J. Clements (Lecturer)

Authors
  1. K. L. Teo
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  2. K. H. Wong
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  3. D. J. Clements
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Additional information

Communicated by Y. C. Ho

This work was partially supported by the Australian Research Grant Committee.

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Teo, K.L., Wong, K.H. & Clements, D.J. A feasible directions algorithm for time-lag optimal control problems with control and terminal inequality constraints. J Optim Theory Appl 46, 295–317 (1985). https://doi.org/10.1007/BF00939286

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