| Article ID: | iaor2002863 |
| Country: | India |
| Volume: | 30 |
| Issue: | 1 |
| Start Page Number: | 1 |
| End Page Number: | 14 |
| Publication Date: | Jan 1999 |
| Journal: | Indian Journal of Pure and Applied Mathematics |
| Authors: | Mohan C., Zboon R.A., Yadav S.P. |
In this paper, the penalty method approach is discussed for optimal control problem with equality and inequality constraints, in which the penalty term is added to the objective function for any violation of the constraints. This method generates a sequence of infeasible points whose limit is an optimal solution to the original problem. Algorithm supported by numerical example is provided.