OPTIMAL-CONTROL OF INEQUALITY STATE CONSTRAINED SYSTEMS

To handle inequality state constraints in nonlinear optimal control pr oblems, we propose a method of introducing an auxiliary state variable for each constraint. The derivatives of these state constraint variab les are made positive if the constraint is violated, and zero if there is no constraint violation. By incorporating these state variables th en as penalty functions in an augmented performance index, we can ensu re that the inequality state constraints are satisfied everywhere insi de the given time interval. The procedure, as illustrated and tested w ith three nonlinear optimal control problems, is found to work well ev en in the presence of many state constraints.