Optimization of Control and Parameters in Systems with Phase Constraints

For an optimal control problem with constraints on phase coordinates, an iterative method for finding a numerical solution is considered, based on reduction to a finite-dimensional problem and applying to it a sequential linearization algorithm using a modified Lagrange function. To solve linear auxiliary problems at iterations of the method, the reduced gradient method is used. The efficiency of taking into account phase constraints in the calculation of optimal control is illustrated by the numerical solution of problems from the field of aerodynamics and robotics.