@article {10.3844/jmssp.2010.23.27,
article_type = {journal},
title = {Imbedding the Multiplier in a Discretized Optimal Control Problem With Real Coefficients Via the Penalty and Multiplier Methods},
author = {Olotu, O.},
volume = {6},
year = {2010},
month = {Mar},
pages = {23-27},
doi = {10.3844/jmssp.2010.23.27},
url = {https://thescipub.com/abstract/jmssp.2010.23.27},
abstract = {Problem statement: Many earlier schemes, particularly the Function Space Algorithm (FSA) which sidetracks the knowledge of operator, for solving quadratic optimal control problems have been computationally involving and iteratively high. Approach: Though, some of these earlier schemes developed operators consisting of complicated integrals still very difficult to evaluate. Here, objectively, a new scheme, Discretized Continuous Algorithm (DCA), is proposed with developed associated operator consisting of a series of summation replacing the integrals of the earlier schemes, thus enhancing much more feasible results and lower iterations. Results: Methodologically, the new  scheme  uses  the  penalty-multiplier  method  to obtain an unconstrained formulation whose bilinear form expression leads to the construction of operator amenable to the Conjugate Gradient Method (CGM). Conclusion/Recommendations: An hypothetical example is considered and results, tabulated per cycle, are more feasible and less iterative than some of the existing methods.},
journal = {Journal of Mathematics and Statistics},
publisher = {Science Publications}
}