The Primal-Dual Active Set Method for Nonlinear Optimal Control Problems with Bilateral Constraints

DOI10.1137/S0363012902411015zbMath1077.90051MaRDI QIDQ4652540

Kazufumi Ito, Karl Kunisch

Publication date: 28 February 2005

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

optimal controlsemismooth Newton methodbilateral constraintsprimal-dual active set method

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical methods involving duality (49M29) Optimality conditions and duality in mathematical programming (90C46) Newton-type methods (49M15)

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