An unconstrained calculus of variations formulation for generalized optimal control problems and for the constrained problem of Bolza (Q1340590)

In this paper the authors show how some constrained formulations of problems of the calculus of variations can be associated with unconstrained problems by using multipliers. Here the original variables and the multipliers can be explicitely and easily determined. These results and the method developed allow to obtain efficient and accurate numerical solutions to the original problems. The authors indicate a large variety of non-classical optimization problems which can be solved by their methods.