Abstract
This paper uses the exact penalty function method to transform a constrained optimal control problem into an unconstrained one and establishes an equivalence between the two problems in the "local" sense. Necessary and sufficient condi tions are obtained for a penalty function to be exact. This generalizes the result of Xing et al. ( J. Optim. Control Appl. Methods 10(2) (1989), 173-180) where only sufficient conditions are obtained. As a by-product, the relationship between a penalty function and a stationary point is also established.
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