Method for nonlocal improvement of extreme controls in the maximization of the terminal state norm

A numerical approach is applied to the maximization of a positive definite quadratic form on the set of terminal states of a linear system with interval constraints on the control. An optimality criterion is used to develop a method for nonlocal improvement of controls satisfying the maximum principle (extreme points of the reachable set). The iterative procedure of the method is proved to converge. Numerical results are presented.