Solution of Optimal Control Problems by a Pointwise Projected Newton Method

DOI10.1137/S0363012993249900MaRDI QIDQ4862434zbMATH OpenOpenAlexFDO

Authors Ekkehard W. Sachs, C. T. Kelley

Publication date 16 July 1996

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

Full work available at URL https://doi.org/10.1137/s0363012993249900

zbMATH Keywords

optimal controlprojected Newton method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Optimality conditions for problems involving ordinary differential equations (49K15) Newton-type methods (49M15)

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Cited in

(17)

• A projected Newton method for minimization problems with nonlinear inequality constraints
• The numerical solution of a control problem governed by a phase filed model
• Heuristic discrepancy principle for variational regularization of inverse problems
• Newton's method for solving parametric linear quadratic control problems
• Model reduction by adaptive discretization in optimal control
• A pointwise projected gradient method applied to an optimal control problem
• A newton-type computing technique for optimal control problems
• Semismooth Newton methods with a shooting-like technique for solving a constrained free-boundary HJB equation
• A sequential method for a class of stable mathematical programming problems
• Computation of optimal controls by Newton's method using a discretized Jacobian
• Numerical methods for nonlinear equations
• On convergence of a receding horizon method for parabolic boundary control
• Implicit Taylor methods for parabolic problems with nonsmooth data and applications to optimal heat control
• Superlinear convergence of the control reduced interior point method for PDE constrained optimization
• Projection two-step method of variable metrics and numerical solving of optimal control problem
• Family of projected descent methods for optimization problems with simple bounds
• On a lagrange — Newton method for a nonlinear parabolic boundary control problem^∗

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