On parameter optimization approach to optimal control problems

A user-friendly window-driven interactive environment called Op/sup ti/A for the effective solution of mathematical programming problems is described. It enables solution of various frequently encountered classes of parameter optimization problems including nonsmooth, minimax and multicriterial. Reciting the fact that most of the optimal control problems, either continuous-time or discrete-time, can be alternatively expressed in a mathematical programming framework, one can use the current system for their solution, at least for some classes of problems. Especially for continuous-time optimal control problems the appropriate parametrization results in reasonably manageable nonlinear mathematical programming problems.