The Lagrange-Newton method for nonlinear optimal control problems (Q1260624)
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| Language | Label | Description | Also known as |
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| English | The Lagrange-Newton method for nonlinear optimal control problems |
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The Lagrange-Newton method for nonlinear optimal control problems (English)
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30 August 1993
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The paper considers nonlinear optimal control problems subject to convex control constraints and fixed terminal states, respectively. In particular, local convergence of the Lagrange-Newton method (LNM) is studied. Sufficient conditions for local quadratic convergence of LNM are given, based on recent stability results for solutions of nonlinear control problems, see, e.g., \textit{W. W. Hager} [SIAM J. Numer. Anal. 27, No. 4, 1061-1080 (1990; Zbl 0717.49024)].
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nonlinear optimal control
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convex control constraints
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fixed terminal states
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local convergence of the Lagrange-Newton method
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local quadratic convergence
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