Some Properties of Algorithmic Control for Real-time Optimization

Some convergence properties of the real-time calculation method for nonlinear optimal control problems are proved. We adopt the so-called 'algorithmic control' as one of the real-time optimization methods, which is based on the iterative algorithms for obtaining the numerical solutions. In this paper, we prove that either the necessary condition of optimality is satisfied or the value of the performance index is improved through the design process