On interior-point Newton algorithms for discretized optimal control problems with state constraints∗

DOI10.1080/10556789808805679MaRDI QIDQ3839448zbMATH OpenOpenAlexFDO

Authors L. N. Vicente

Publication date 9 August 1998

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556789808805679

zbMATH Keywords

affine-scalingconstraint qualificationsinterior-point algorithmsNewton's methodnonlinear programmingoptimal control problemsoptimality conditionsprimal dualstate constraints

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Recommendations

• A nonsmooth Newton's method for discretized optimal control problems with state and control constraints
• Discretization of interior point methods for state constrained elliptic optimal control problems: Optimal error estimates and parameter adjustment
• Discretization Methods for Nonconvex Optimal Control Problems with State Constraints
• Structure exploitation in an interior-point method for fully discretized, state constrained optimal control problems
• A nonsmooth Newton's method for control-state constrained optimal control problems
• An interior point method in function space for the efficient solution of state constrained optimal control problems
• Semi-smooth Newton methods for state-constrained optimal control problems
• Discretization methods for optimal control problems with state constraints
• An interior point algorithm with inexact step computation in function space for state constrained optimal control
• Interior point methods for optimal control of discrete time systems

Cites work

• An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
• Interior point methods for optimal control of discrete time systems
• Newton's method for constrained optimization
• On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds
• On the formulation and theory of the Newton interior-point method for nonlinear programming
• On the Superlinear and Quadratic Convergence of Primal-Dual Interior Point Linear Programming Algorithms
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• Projected Sequential Quadratic Programming Methods
• Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization

Cited in

(7)

• Interior point methods for optimal control of discrete time systems
• Structure exploitation in an interior-point method for fully discretized, state constrained optimal control problems
• A level set approach for the solution of a state-constrained optimal control problem
• An interior penalty method for optimal control problems with state and input constraints of nonlinear systems
• Discretization Methods for Nonconvex Optimal Control Problems with State Constraints
• An interior point algorithm with inexact step computation in function space for state constrained optimal control
• A trust region interior point algorithm for infinite dimensional nonlinear programming

Describes a project that uses

Uses Software

• TRICE

This page was built for publication: On interior-point Newton algorithms for discretized optimal control problems with state constraints^∗

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3839448)