Second-Order Multiplier Update Calculations for Optimal Control Problems and Related Large Scale Nonlinear Programs

DOI10.1137/0803023zbMATH Open0785.49010OpenAlexW2043268374MaRDI QIDQ3139998FDOQ3139998

Authors:

Publication date: 6 December 1993

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0803023

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zbMATH Keywords

\(K\)-stage discrete-time optimal-control problemsbanded equilibrium equationsefficient solution methodsNewtonian multiplier updatesNewtonian projection methodssecond order multiplier update rule

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Large-scale problems in mathematical programming (90C06) Numerical methods involving duality (49M29)

Cited In (3)

• Second-order multiplier iteration based on a class of nonlinear Lagrangians
• A fast null-space method for the unsteady Stokes equations
• A factorization with update procedures for a KKT matrix arising in direct optimal control

Uses Software

• NAPACK

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