Inequality path constraints in optimal control:: a finite iteration ε-convergent scheme based on pointwise discretization

This paper presents a new result in the analysis and implementation of path constraints in optimal control problems (OCPs). The scheme uses the well-known concept of discretizing path constraints on a finite number of points, yielding a set of interior-time point constraints replacing the original path constraints. The approach replaces the original OCP by a sequence of OCPs which is shown to converge in a finite number of steps to the solution of the original path constrained problem with c-accuracy. Numerical results, verifying the theoretical analysis, are presented. The method is shown to be effective and promising for future applications, particularly in control vector parameterization implementations. (C) 2004 Elsevier Ltd. All rights reserved.