Abstract
This paper is concerned with solving the free terminal-time optimal problem of a distributed parameter system via gradient method.
In order to transform the time variable to a variable defined on a fixed interval, a new scalar parameter is introduced. Then the original optimal control problem is converted to the new fixedterminal time problem containing a parameter. A computational algorithm for this new problem is developed by using a gradient method in a function space.
An example is given to show the effectiveness of this method.