Augmented Lagrangian algorithms for state constrained optimal control problems

We investigate augmented Lagrangian algorithms to serve state and control constrained optimal control problems. We augment both the state-equation and the nonsmooth state and control constraints. We present the method with the example of linear optimal control problem with a boundary control function but the proposed algorithms are general and can be adapted to a much wider class of problems. 1991 Mathematics Subject Classification. 49J20, 49M29.