On the interplay between interior point approximation and parametric sensitivities in optimal control

DOI10.1016/j.jmaa.2007.03.106zbMath1260.90161MaRDI QIDQ2473794

Martin Weiser, Roland Griesse

Publication date: 5 March 2008

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2007.03.106

zbMATH Keywords

optimal control; interior point methods; parametric sensitivity

Mathematics Subject Classification ID

49K40: Sensitivity, stability, well-posedness

90C51: Interior-point methods

90C48: Programming in abstract spaces

49K10: Optimality conditions for free problems in two or more independent variables