The exact penalty method is applied to the problem of optimal control of a system described by ordinary differential equations. Though the functional thus obtained is essentially nonsmooth, it is direction differentiable (and even subdifferentiable). Differential equations are regarded as constraints and "eliminated" by introducing a penalty function. The aim of this paper is to show the well-known conditions of optimality can be derived via penalty functions.

Original languageEnglish
Pages (from-to)483-492
Number of pages10
JournalAutomation and Remote Control
Volume65
Issue number3
DOIs
StatePublished - Mar 2004

    Scopus subject areas

  • Control and Systems Engineering

ID: 49928109