CONSTRAINED OPTIMAL CONTROL PROBLEMS WITH EXTERIOR PENALTY FUNCTION METHODS AND DELAY DIFFERENTIAL EQUATION

Abstract

This study examines the general continuous optimal control problems with differ-
ential algebraic constraints. The Simpson's Rule and explicit Adams-Bashforth
methods were used to discretize the objective function and constraints, respec-
tively. To obtain related unconstrained problems with related constrained opera-
tors, exterior penalty function approaches were used. Examples with differential
constraints were studied using this formulation, and the findings were favorably
compared to those obtained using conventional techniques. Analytically, however,
the exterior penalty function method agreed with algebraic constraints.