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The automation of transversality conditions
Author(s) -
Schappelle Robert H.,
Brusch Richard G.
Publication year - 1980
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.4660010110
Subject(s) - transversality , flexibility (engineering) , automation , lagrange multiplier , computer science , terminal (telecommunication) , constant (computer programming) , coding (social sciences) , mathematical optimization , mathematics , engineering , programming language , mathematical analysis , mechanical engineering , telecommunications , statistics
This paper presents a flexible, user‐oriented algorithm for the numerical implementation of the terminal point transversality conditions associated with optimal control problems. The method differs from the usual numerical implementation in that the constant Lagrange multipliers associated with terminal constraints are eliminated numerically during program execution rather than being eliminated analytically prior to program coding. This conceptual innovation gives the user considerable flexibility in specifying new sets of terminal boundary conditions without reprogramming.