A projected Newton method in a Cartesian product of balls
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Publication:1093537
DOI10.1007/BF00939866zbMath0628.90063MaRDI QIDQ1093537
Publication date: 1988
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
optimal control; constrained minimization; differential dynamic programming; Bolza objective functions; Cartesian product of balls; locally superlinearly convergent projected Newton method
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
49M37: Numerical methods based on nonlinear programming
90C39: Dynamic programming
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