A Feasible Directions Algorithm for Optimal Control Problems with State and Control Constraints: Convergence Analysis

DOI10.1137/S0363012996297649zbMath0921.49021OpenAlexW2029784583MaRDI QIDQ4210198

Radosław Pytlak, Richard B. Vinter

Publication date: 21 September 1998

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

Full work available at URL: https://doi.org/10.1137/s0363012996297649

zbMATH Keywords

optimal controlstate constraintsnecessary optimality conditionsnumerical algorithms

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15) Mathematical programming (90C99)

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Uses Software

• CONOPT