Numerical treatment of multiobjective optimal control problems

We present a numerical procedure for solving optimal control problems with both linear terminal constraints and multiple criteria. Using a Chebyshev spectral procedure, the problem reduces to a constrained optimization problem which can be solved using hybrid penalty partial quadratic interpolation (HPPQI) technique. The proposed procedure compares quite favorably with other methods on a sample of well-known examples. © 2002 Elsevier Science Ltd. All rights reserved.