Convergence Rate for a Gauss Collocation Method Applied to Constrained Optimal Control

DOI10.1137/16M1096761zbMath1388.49031arXiv1607.02798MaRDI QIDQ4634647

William W. Hager, Jun Liu, Subhashree Mohapatra, Xiang-Sheng Wang, Anil V. Rao

Publication date: 11 April 2018

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

Full work available at URL: https://arxiv.org/abs/1607.02798

zbMATH Keywords

optimal control; convergence rate; Gauss collocation method; orthogonal collocation

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

49M37: Numerical methods based on nonlinear programming

49M25: Discrete approximations in optimal control