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1 Introduction 1
1 The Calculus of Variations 1
2 Optimal Control 5
3 Numerical Methods for Optimal Control Problems 7
2 Estimates on Solutions to Differential Equations and Their Approximations 13
1 Linear Approximations 13
2 Lagrangian, Hamiltonian and Reduced Gradients 19
3 First Order Method 27
1 Introduction 27
2 Representation of Functional Directional Derivatives .... 31
3 Relaxed Controls 32
4 The Algorithm 34
5 Convergence Properties of the Algorithm 38
6 Proof of the Convergence Theorem, etc 41
7 Concluding Remarks 52
4 Implementation 55
1 Implementable Algorithm 55
1.1 Second Order Correction To the Line Search .... 65
1.2 Resetting the Penalty Parameter 66
2 Semi-Infinite Programming Problem 66
3 Numerical Examples 68
5 Second Order Method 81
1 Introduction 81
2 Function Space Algorithm 84
3 Semi-Infinite Programming Method 86
4 Bounding the Number of Constraints 92
4.1 Some Remarks on Direction Finding Subproblems 94
4.2 The Nonlinear Programming Problem 98
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4.3 The Watchdog Technique for Redundant Constraints 107
4.4 Two-Step Superlinear Convergence 121
4.5 Numerical Experiments 125
5 Concluding Remarks 127
6 Runge—Kutta Based Procedure for Optimal Control of Differential — Algebraic Equations 129
1 Introduction 129
2 The Method 133
2.1 Implicit Runge-Kutta Methods 134
2.2 Calculation of the Reduced Gradients 137
3 Implementation of the Implicit Runge-Kutta Method . . . 144
3.1 Simplified Newton Iterations 144
3.2 Stopping Criterion for the Newton Method 145
3.3 Stepsize Selection 146
4 Numerical Experiments 151
5 Some Remarks on Integration and Optimization Accuracies 164
6 Concluding Remarks 166