A study on state Variable Inequality Constraints in Optimal Control

State variable inequality constraints are the last and the hardest problems in optimal control. So far in some methods we have had we cannot solve every problem, in the others we only obtain approximate solutions. In this paper a new formulation (Monotonous subarc method) for solving optimal control problems with state variable inequality constraints are presented, in which we can get accurate solutions of any state-bounded problems with ordinary two-point-boundary algorithms.