Cheap Newton steps for optimal control problems: automatic differentiation and Pantoja's algorithm
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Publication:4704694
DOI10.1080/10556789908805736zbMath0947.65070OpenAlexW2025248079MaRDI QIDQ4704694
Publication date: 13 February 2000
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2299/4342
Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15) Existence theories for free problems in two or more independent variables (49J10)
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- An efficient trust region method for unconstrained discrete-time optimal control problems
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