Inexact Central Path Following Algorithms for Optimal Control Problems

DOI10.1137/S0363012903396851zbMath1151.65328OpenAlexW2071091339MaRDI QIDQ3506525

Martin Weiser, Peter Deuflhard

Publication date: 16 June 2008

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

Full work available at URL: https://doi.org/10.1137/s0363012903396851

zbMATH Keywords

interior point methods in function spacenumerical optimal controlaffine invariant Newton methods

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Interior-point methods (90C51) Programming in abstract spaces (90C48)

Related Items

Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization, Path-following for optimal control of stationary variational inequalities, INTERACTIVE CHEBYSHEV–LEGENDRE ALGORITHM FOR LINEAR QUADRATIC OPTIMAL REGULATOR SYSTEMS, Primal-dual interior-point methods for PDE-constrained optimization, The convergence of an interior point method for an elliptic control problem with mixed control-state constraints, Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems, A control reduced primal interior point method for a class of control constrained optimal control problems

Uses Software

• COLNEW
• NewtonLib
• COLSYS