Approximate gradient projection method with Runge-Kutta schemes for optimal control prob\-lems

DOI10.1023/B:COAP.0000039490.61195.86zbMath1092.49023MaRDI QIDQ702475

I. Chryssoverghi, John T. Coletsos, Basilis Kokkinis

Publication date: 17 January 2005

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:coap.0000039490.61195.86

zbMATH Keywords

discretization; optimal control; gradient projection method; non-matching Runge-Kutta schemes; piecewise affine controls

Mathematics Subject Classification ID

49M37: Numerical methods based on nonlinear programming

65L06: Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations

49M25: Discrete approximations in optimal control

49K15: Optimality conditions for problems involving ordinary differential equations

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