A primal-dual algorithm as applied to optimal control problems

MaRDI QIDQ6083632zbMATH OpenFDO

Authors R. S. Burachik, C. Y. Kaya, Xuemei Liu

Publication date 8 December 2023

Full work available at URL https://arxiv.org/abs/2304.03465, http://yokohamapublishers.jp/online2/oppafa/vol8/p1301.html

zbMATH Keywords

augmented LagrangianBanach spaceduality schemenonconvex optimizationnonsmooth optimizationoptimal controlpenalty function methodssubgradient methods

Mathematics Subject Classification ID

Numerical methods involving duality (49M29) Numerical methods based on nonlinear programming (49M37) Duality theory (optimization) (49N15) Nonconvex programming, global optimization (90C26) Optimality conditions and duality in mathematical programming (90C46)

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Cited in

(5)

• A primal-dual semi-definite programming approach to linear quadratic control
• Primal-Dual Active Set Strategy for a General Class of Constrained Optimal Control Problems
• Optimal Control Duality and the Douglas–Rachford Algorithm
• Infeasible and critically feasible optimal control
• Convergence analysis of primal-dual augmented Lagrangian methods and duality theory

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