A semi‐smooth Newton method for constrained linear‐quadratic control problems (Q4707212): Difference between revisions
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scientific article; zbMATH DE number 1925351
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English | A semi‐smooth Newton method for constrained linear‐quadratic control problems |
scientific article; zbMATH DE number 1925351 |
Statements
A semi‐smooth Newton method for constrained linear‐quadratic control problems (English)
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10 June 2003
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semi-smooth Newton method
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primal-dual algorithm
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linear-quadratic optimal control
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locally superlinear convergence
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mesh-independence
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