Interior point methods in optimal control

DOI10.1051/COCV/2024049MaRDI QIDQ6612251zbMATH OpenFDO

Authors P. Malisani

Publication date 30 September 2024

Published in European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1051/COCV/2024049

zbMATH Keywords

interior point methodsmixed constraintsoptimal controlprimal-dual methodsstate constraints

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Numerical methods based on necessary conditions (49M05) Numerical methods involving duality (49M29)

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• Interior Point Methods in Optimal Control Problems of Affine Systems: Convergence Results and Solving Algorithms
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• Interior point methods for optimal control of discrete time systems
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• A control reduced primal interior point method for a class of control constrained optimal control problems

Cites work

• A BVP solver based on residual control and the Maltab PSE
• A Survey of the Maximum Principles for Optimal Control Problems with State Constraints
• An interior penalty method for optimal control problems with state and input constraints of nonlinear systems
• An Introduction to Partial Differential Equations
• Applied functional analysis. Functional analysis, Sobolev spaces and elliptic differential equations
• Convex functional analysis
• First and second-order necessary and sufficient optimality conditions for infinite-dimensional programming problems
• Goddard problem in presence of a dynamic pressure limit
• scientific article; zbMATH DE number 3539473 (Why is no real title available?)
• scientific article; zbMATH DE number 1502618 (Why is no real title available?)
• Interior Point Methods in Function Space
• Interior Point Methods in Optimal Control Problems of Affine Systems: Convergence Results and Solving Algorithms
• Measure theory. Vol. I and II
• Nonlinear systems.
• Second-order analysis for optimal control problems with pure state constraints and mixed control-state constraints
• Second-order necessary conditions in Pontryagin form for optimal control problems
• Second-order sufficient conditions for strong solutions to optimal control problems
• Using logarithmic penalties in the shooting algorithm for optimal control problems

Cited in

(2)

• Interior Point Methods in Optimal Control Problems of Affine Systems: Convergence Results and Solving Algorithms
• Robust stochastic optimal control via variance penalization: application to energy management systems

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