Modified Newton Algorithm of Nonlinear Programming and Its Application to the Special Class of Optimal Control Problems.

TECHNICAL PAPER: Modified Newton Algorithm of Nonlinear Programming and Its Application to the Special Class of Optimal Control Problems.

 

Paper is extension and generalisation of previously written papers on this matter. Particularly stressed is form of cost-constraint pair that satisfy the algorithm conditions. Also, computational aspects have been discussed. The type of cost-constraint invariance and possibility of appropriate modelling that leads to convenient application of algorithm are among conclusive remarks.