ALGORITHMS FOR NONLINEAR OPTIMAL CONTROL PROBLEMS BASED ON THE FIRST AND SECOND ORDER NECESSARY CONDITIONS

We develop an algorithmic support for some classes of nonlinear optimal control problems. We propose several algorithms based on the first- and second order necessary conditions for solving optimal control problems with constraints on control. Efficiency of the algorithms is confirmed by solving various test and applied optimal control problems. Bibliography: 11 titles. Illustrations: 3 figures.
UDC 517.9 Application of general methods for solving real problems requires a lot of computational effort and is rarely successful. The complexity involved in the solutions is attributed either to [...]