A method of centers based on barrier functions for solving optimal control problems with continuum state and control constraints

The authors describe a method of centers based on barrier functions for solving optimal control problems with continuum inequality constraints on the state and control. The method decomposes the original problem into a sequence of easily solved optimal control problems with control constraints only. The method requires only approximate solution of the problems. Two versions of a phase I-phase II method-of-centers-type algorithm are presented. Although, at first glance, the algorithms appear to have potential for failure owing to ill conditioning, preliminary computational results show that this is not so and in fact, that the algorithms are highly effective