Transformation Methods of an Exponential Function Type for the Optimal Control Problems with Constraints : 2nd Report, A Method with Two Correcting Parameters

抄録

The purpose of this paper is to present a numerical method for the optimal control problems with inequality constraints. The ordinary Lagrange function method is in general limited to the problems with convex objective function and constraints, and the penalty method may suffer from numerical difficulties. Transformation method of an exponential function type with two correcting parameters is proposed to circumvent such difficulties. In this paper the algorithm and theoretical discussions are given. The efficiency and the accuracy of this method are investigated on a problem with nonconvex state constraint, and comparisons are made with other transformation methods.