Application of Evolutionary Computations for Solving Optimal Control Problems with Terminal Constraints

The article is devoted to the development of a numerical algorithm for finding anapproximate solution of an optimal control problem with terminal constraints and controlconstraints. The algorithm is based on the reduction of the original optimal control problem to afinite-dimensional problem and the use of the penalty method and the differential evolutionmethod to solve the latter. A feature of the proposed approach is that the solution found isindependent of the choice of the initial approximation. The operation of the algorithm isillustrated by its application to applied optimal control problems. The results of computationalexperiments are consistent with the results of calculations based on other methods.