Modification of the confidence bar algorithm based on approximations of the main diagonal of the Hessian matrix for solving optimal control problems

The paper proposes an approach to the study of the standard optimal control problem based on the use of reduction to a finite-dimensional optimization problem with subsequent use of approximation of the main diagonal of the Hessian. The results of computational experiments on solving auxiliary optimization problems for separable, quasiseparable, and Rosenbrock–Skokov functions are presented.