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The exact penalty function method in constrained optimal control problems. (English) Zbl 0817.49031

Summary: This paper uses the exact penalty function method to transform a constrained optimal control problem into an unconstrained one and establishes an equivalence between the two problems in the “local” sense. Necessary and sufficient conditions are obtained for a penalty function to be exact. This generalizes the result of the author, Z. H. Cheng, C. L. Wang and Y. Y. Yao [Optim. Control Appl. Methods 10, No. 2, 173-180 (1989; Zbl 0679.49033)], where only sufficient conditions are obtained. As a by-product, the relationship between a penalty function and a stationary point is also established.

MSC:

49M30 Other numerical methods in calculus of variations (MSC2010)

Citations:

Zbl 0679.49033
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