Using Evolutionary Algorithms Incorporating the Augmented Lagrangian Penalty Function to Solve Discrete and Continuous Constrained Non-linear Optimal Control Problems

Abstract

Constrained Optimal Control Problems are notoriously difficult to solve accurately. Preliminary investigations show that Augmented Lagrangian Penalty functions can be combined with an Evolutionary Algorithm to solve these functional optimisation problems. Augmented Lagrangian Penalty functions are able to overcome the weaknesses of using absolute and quadratic penalty functions within the framework of an Evolutionary Algorithm.