Global Convergence of a Nonsmooth Newton Method for Control-State Constrained Optimal Control Problems

DOI10.1137/060657546zbMATH Open1158.49031OpenAlexW2013953271MaRDI QIDQ3608985FDOQ3608985

Matthias Gerdts

Publication date: 6 March 2009

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

Full work available at URL: https://doi.org/10.1137/060657546

zbMATH Keywords

global convergenceoptimal controlcontrol-state constraintsnonsmooth Newton method

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Existence theories for optimal control problems involving ordinary differential equations (49J15) Newton-type methods (49M15)

Cited In (21)

• Minimizing control volatility for nonlinear systems with smooth piecewise-quadratic input signals
• A globally convergent semi-smooth Newton method for control-state constrained DAE optimal control problems
• A simple exact penalty function method for optimal control problem with continuous inequality constraints
• On lifting operators and regularity of nonsmooth Newton methods for optimal control problems of differential algebraic equations
• Parallel indirect solution of optimal control problems
• Parallel collocation solution of index-1 BVP-DAEs arising from constrained optimal control problems
• A global convergent semi-smooth Newton method for semi-linear elliptic optimal control problem
• Lossless convexification of a class of optimal control problems with non-convex control constraints
• An exact penalty function method for continuous inequality constrained optimal control problem
• Optimal control problems with a continuous inequality constraint on the state and the control
• Parallel solution of optimal control problems using the graphics processing unit
• Minimizing control variation in nonlinear optimal control
• Lossless convexification of non-convex optimal control problems for state constrained linear systems
• An adaptive mesh refinement method for indirectly solving optimal control problems
• A new computational strategy for optimal control problem with a cost on changing control
• Title not available (Why is that?)
• A symplectic method for trajectory planning of general tractor-trailer systems
• Convergence analysis of Euler discretization of control-state constrained optimal control problems with controls of bounded variation
• Virtual control regularization of state constrained linear quadratic optimal control problems
• Line search globalization of a semismooth Newton method for operator equations in Hilbert spaces with applications in optimal control
• Global convergence of a multidirectional algorithm for unconstrained optimal control problems

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