ABSTRACT

The major purpose of this book is to present the theoretical ideas and the analytical and numerical methods to enable the reader to understand and efficiently solve these important optimizational problems.The first half of this book should serve as the major component of a classical one or two semester course in the calculus of variations and optimal control theory. The second half of the book will describe the current research of the authors which is directed to solving these problems numerically. In particular, we present new reformulations of constrained problems which leads to unconstrained problems in the calculus of variations and new general, accurate and efficient numerical methods to solve the reformulated problems. We believe that these new methods will allow the reader to solve important problems.

chapter 1|22 pages

The Finite Dimensional Problem

chapter 3|22 pages

Additional Topics

chapter 4|22 pages

Optimal Control

chapter 5|24 pages

Unconstrained Reformulations

chapter 6|62 pages

Numerical Theory Methods and Results