A Transformation Method With Two Parameters for Constrained Optimal Control Problems

Abstract

A transformation method with two parameters is described which can be applied to nonconvex optimal control problems with constraints, does not present numerical difficulties, and has a rapid convergence rate. The basic algorithm of the method is summarized for optimal control problems with equality and inequality constraints, the function of the parameters in the method is considered, one modified algorithm is proposed, and its theoretical results are proved. Finally, the method is applied successfully to both convex and nonconvex optimal control problems with a state inequality constraint.