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.
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E. Polak (1972) studied this question.
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