Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems
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Publication:715082
DOI10.1007/s10107-011-0477-8zbMath1252.49055OpenAlexW2035127037WikidataQ57652216 ScholiaQ57652216MaRDI QIDQ715082
Francisco J. Silva, Jérôme Bolte, Felipe Alvarez, Joseph Frédéric Bonnans
Publication date: 15 October 2012
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/inria-00365540/file/RR-6863.pdf
Sensitivity, stability, well-posedness (49K40) Numerical methods based on nonlinear programming (49M37) Interior-point methods (90C51)
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Optimality Conditions (in Pontryagin Form), An interior point algorithm with inexact step computation in function space for state constrained optimal control
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