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When designing hybrid vehicles, the energy management is formulated as an optimal control problem. The Pontryagin’s minimum principle represents a powerful methodology capable of solving the energy management offline. Moreover, the Pontryagin’s minimum principle has been proved useful in the derivation of online energy management algorithms, such as the equivalent consumption minimization strategy. Nevertheless, difficulties on the application of the Pontryagin’s minimum principle arise when state constraints are included in the definition of the problem. A possible solution is to combine the Pontryagin’s minimum principle with a penalty function approach. This is done by adding functions to the Hamiltonian, which increase the value of the Hamiltonian whenever the optimal trajectory violates its constraints. However, the addition of penalty functions to the Hamiltonian makes it harder to compute its …