Geodesic
Numerical methods for solving applied optimal control problems
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 53 (2013) no. 12, pp. 2014-2028 
A. Yu. Gornov; A. I. Tyatyushkin; E. A. Finkelshtein. Numerical methods for solving applied optimal control problems. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 53 (2013) no. 12, pp. 2014-2028. http://geodesic.mathdoc.fr/item/ZVMMF_2013_53_12_a6/
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Voir la notice de l'article provenant de la source Math-Net.Ru

For an optimal control problem with state constraints, an iterative solution method is described based on reduction to a finite-dimensional problem, followed by applying a successive linearization algorithm with the use of an augmented Lagrangian. The efficiency of taking into account state constraints in optimal control computation is illustrated by numerically solving several application problems.

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