Euler discretization and inexact restoration for optimal control

DOI10.1007/s10957-007-9217-xzbMath1135.49019OpenAlexW2067772305WikidataQ113106866 ScholiaQ113106866MaRDI QIDQ2471093

C. Yalçın Kaya, José Mario Martínez

Publication date: 18 February 2008

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://unisa.alma.exlibrisgroup.com/view/delivery/61USOUTHAUS_INST/12142894790001831

zbMATH Keywords

optimal controlinexact restorationEuler discretizationprojected Newton methodLagrange multiplier update

Mathematics Subject Classification ID

Newton-type methods (49M15) Methods of quasi-Newton type (90C53) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25)

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Uses Software

• CONOPT

Cites Work

• Local convergence of an inexact-restoration method and numerical experiments
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• On the Time-Discretization of Control Systems
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• Second Order Sufficient Conditions for Time-Optimal Bang-Bang Control
• The Gradient Projection Method for Nonlinear Programming. Part II. Nonlinear Constraints
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• Mesh-independence of the Lagrange-Newton method for nonlinear optimal control problems and their discretizations
• Inexact-restoration method with Lagrangian tangent decrease and new merit function for nonlinear programming.
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