MODIFIED QUASILINEARIZATION ALGORITHM FOR OPTIMAL CONTROL PROBLEMS WITH NONDIFFERENTIAL CONSTRAINTS AND GENERAL BOUNDARY CONDITIONS, PART 1, THEORY.

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作者：
Miele, A.
Kuo, Y.M.
Coker, E.M.
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来源：
Rice University, Aero-Astronautics Reports | 1982年 / 161期
关键词：
COMPUTER PROGRAMMING - Algorithms;
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摘要：
This report considers the numerical solution of two classes of optimal control problems. A modified quasilinearization algorithm is developed. Its main property is the descent property in the performance index R, the cumulative error in the constraints and the optimality conditions. An auxiliary minimization algorithm for selecting the multipliers optimally is presented.
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