THE EXACT PENALTY-FUNCTION METHOD IN CONSTRAINED OPTIMAL-CONTROL PROBLEMS

[摘要] 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 condi tions are obtained for a penalty function to be exact. This generalizes the result of Xing et al. (J. Optim. Control Appl. Methods 10(2) (1989), 173-180) where only sufficient conditions are obtained. As a by-product, the relationship between a penalty function and a stationary point is also established. (C) 1994 Academic Press, Inc.

[发布日期] 1994-09-01