A survey of methods of feasible directions for the solution of optimal control problems

Although the class of methods of feasible directions, which can be used for solving constrained optimization problems in Rⁿ, is quite large, only a few of these methods can be extended for the solution of optimal control problems. This paper reviews three of the most promising algorithms in this class: an extension of the Frank-Wolfe method due to Barnes, a dual method due to Pironneau and Polak, and a method due to Zoutendijk.