Abstract:
In this research, we considered the general continuous optimal control problems constrained by di erentialalgebraic
constraints. Discretization of the objective function and constraints were carried out using the
Simpson's Rule and Adams-Bashforth explicit methods respectively. Exterior and Interior penalty function
methods were applied to obtain associated unconstrained problems with associated constrained operators.
With this formulation,examples with di erential constraints were examined and results compared
favourably with existing methods. While the exterior and interior penalty function methods with algebraic
constraints agreed analytically , the computational aspect of the interior penalty function method is
more involving particularly the presence of linear combination of triangular matrices whose pseudo inverse
computation may lead to concepts beyond the scope of this work.
