A combined parallel-tangents/penalty-function approach to solving trajectory-optimization problems.
Peter J. Wong, R. Dressler, David G. Luenberger · AIAA Journal · 1971
A combined parallel-tangents/penalty-function approach to solving trajectory-optimization problems with terminal state constraints is discussed. The procedure has been designed to give accelerated convergence when using penalty-functions to handle terminal constraints. An attractive feature of the procedure is that its implementation is only slightly more complicated than the standard steepest-descent procedure. An example is presented illustrating the improved convergence properties afforded by this procedure.