Lyle Noakes
Department of Mathematics
The University of Western
Australia
Nedlands WA 6907
Australia
email: lyle@maths.uwa.edu.au
Our global algorithm is very simple to implement, and works well in practice, with no need for an initial guess. The proof of convergence is elementary and very carefully stated, with a view to possible generalizations later on. We have in mind the much larger class of interesting problems arising in optimal control especially from mechanical engineering.
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