Solving numerically equations of extremals for a variational problem with constraints
The paper is concerned with the variational problem \(\int_{t_0}^{t_1} L(q,v,t)dt \to \text{extr}, q=(q_1, \dots, q_n)\), \(v=(v_1, \dots, v_n), v_i={\dot q}_i\), subject to the constraints \(q(t_0)=q^0, q(t_1)=q^1\), \(f_i (q,t)=0, 1 \leq i \leq m;\;f_j (q,v,t)=0, m+1 \leq j \leq r (r \leq n)\). The author points out that the integral manifold related to the classical Euler-Lagrange system for the original problem is usually stable but not asymptotically stable. In this connection he presents a modified system of necessary optimality conditions whose integral manifold is asymptotically stable. The stability of Euler and Runge-Kutta methods when applied to the modified optimality system is also established.
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