On the convergence of the gradient projection method for convex optimal control problems with bang-bang solutions
From MaRDI portal
Publication:1753075
DOI10.1007/s10589-018-9981-6zbMath1476.49034OpenAlexW2794187270WikidataQ64891064 ScholiaQ64891064MaRDI QIDQ1753075
Publication date: 25 May 2018
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-018-9981-6
Convex programming (90C25) Nonlinear programming (90C30) Numerical methods based on necessary conditions (49M05) Programming in abstract spaces (90C48) Existence theories for optimal control problems involving ordinary differential equations (49J15)
Related Items
Self-adaptive inertial single projection methods for variational inequalities involving non-Lipschitz and Lipschitz operators with their applications to optimal control problems ⋮ Inertial extragradient algorithms with non-monotone stepsizes for pseudomonotone variational inequalities and applications ⋮ Gradient projection method for a class of optimization problems with a constraint in the form of a subset of points of a smooth surface ⋮ Viscosity-type inertial extragradient algorithms for solving variational inequality problems and fixed point problems ⋮ Revisiting subgradient extragradient methods for solving variational inequalities ⋮ Accelerated inertial subgradient extragradient algorithms with non-monotonic step sizes for equilibrium problems and fixed point problems ⋮ Two modified inertial projection algorithms for bilevel pseudomonotone variational inequalities with applications to optimal control problems ⋮ Convergence of an extragradient-type method for variational inequality with applications to optimal control problems ⋮ Inertial version of generalized projected reflected gradient method ⋮ Gradient methods on strongly convex feasible sets and optimal control of affine systems ⋮ On the convergence of gradient projection methods for non-convex optimal control problems with affine system ⋮ A fully adaptive method for variational inequalities with quasi-monotonicity ⋮ Modified inertial extragradient methods for finding minimum-norm solution of the variational inequality problem with applications to optimal control problem ⋮ A relaxed forward-backward-forward algorithm with alternated inertial step: weak and linear convergence ⋮ Novel projection methods for solving variational inequality problems and applications ⋮ Inertial projection and contraction methods for pseudomonotone variational inequalities with non-Lipschitz operators and applications ⋮ Alternated inertial subgradient extragradient method for equilibrium problems ⋮ Unnamed Item ⋮ An accelerated extragradient algorithm for bilevel pseudomonotone variational inequality problems with application to optimal control problems ⋮ A general inertial projected gradient method for variational inequality problems ⋮ On modified subgradient extragradient methods for pseudomonotone variational inequality problems with applications ⋮ SELF ADAPTIVE VISCOSITY-TYPE INERTIAL EXTRAGRADIENT ALGORITHMS FOR SOLVING VARIATIONAL INEQUALITIES WITH APPLICATIONS ⋮ Modified inertial projection and contraction algorithms for solving variational inequality problems with non-Lipschitz continuous operators ⋮ Two projection-based methods for bilevel pseudomonotone variational inequalities involving non-Lipschitz operators ⋮ Two adaptive modified subgradient extragradient methods for bilevel pseudomonotone variational inequalities with applications ⋮ Numerical optimal control of a size-structured PDE model for metastatic cancer treatment ⋮ Strong convergence of inertial projection and contraction methods for pseudomonotone variational inequalities with applications to optimal control problems
Cites Work
- Unnamed Item
- Unnamed Item
- Extragradient-type method for optimal control problem with linear constraints and convex objective function
- Linear convergence of a type of iterative sequences in nonconvex quadratic programming
- Comments on ``The proximal point algorithm revisited
- Convergence results for the discrete regularization of linear-quadratic control problems with bang-bang solutions
- Error bounds and convergence analysis of feasible descent methods: A general approach
- Introductory lectures on convex optimization. A basic course.
- Regularization and implicit Euler discretization of linear-quadratic optimal control problems with bang-bang solutions
- Higher-order numerical scheme for linear quadratic problems with bang-bang controls
- Euler discretization for a class of nonlinear optimal control problems with control appearing linearly
- Error bounds for Euler approximation of linear-quadratic control problems with bang-bang solutions
- Metric regularity properties in bang-bang type linear-quadratic optimal control problems
- Convergence of the gradient projection method in optimal control problems
- Uniform Convergence and Mesh Independence of Newton's Method for Discretized Variational Problems
- Metric Regularity and Stability of Optimal Control Problems for Linear Systems
- Convex Optimization in Normed Spaces
- Error Estimates for the Euler Discretization of an Optimal Control Problem with First-Order State Constraints
- Global and Asymptotic Convergence Rate Estimates for a Class of Projected Gradient Processes
- Mesh Independence of the Gradient Projection Method for Optimal Control Problems
- Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem
- On Stability of Bang-Bang Type Controls
- Second-Order Runge--Kutta Approximations in Control Constrained Optimal Control
- Error bounds for euler approximation of a state and control constrained optimal control problem1
- High Order Discrete Approximations to Mayer's Problems for Linear Systems
- Lipschitzian Stability in Nonlinear Control and Optimization
- An a Priori Estimate for Discrete Approximations in Nonlinear Optimal Control
- Hölder Metric Subregularity with Applications to Proximal Point Method
- Approximations of linear control problems with bang-bang solutions
- An implicit discretization scheme for linear-quadratic control problems with bang–bang solutions
This page was built for publication: On the convergence of the gradient projection method for convex optimal control problems with bang-bang solutions