OPTIMAL-CONTROL OF FINAL-STATE CONSTRAINED SYSTEMS

In using penalty functions to handle final state equality constraints, we propose a systematic scheme for adjusting the penalty function fac tors, so that all the constraints are satisfied within a specified tol erance, and so that the performance index is minimized. Two typical en gineering problems, which are used to test the procedure, show that th e proposed method of adjusting the penalty function factors can be use d for reasonably complex systems to yield reliable results.