Control parametrization: a unified approach to optimal control problems with general constraints (Q1098400)

A computational technique for solving fixed terminal time optimal control problems subject to general constraints is presented. The class of optimal control problems under consideration involves joint continuous constraints on the state and control variables, and terminal and interior point constraints on the state variable. The computational scheme proposed is based on the control parametrization technique, which has been used by several authors and proven to be very efficient. A proof of convergence is given, and a computer program is developed for actual implementation of the algorithm. Several examples are solved which illustrate the efficiency of the proposed computational scheme.