Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems

DOI10.1007/S10107-011-0477-8zbMATH Open1252.49055DBLPjournals/mp/AlvarezBBS12OpenAlexW2035127037WikidataQ57652216 ScholiaQ57652216MaRDI QIDQ715082FDOQ715082

Authors: Jérôme Bolte, Francisco J. Silva, Felipe Alvarez, J. 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

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zbMATH Keywords

sensitivityoptimal controlinterior-point algorithmsexpansion of value function and solutions

Mathematics Subject Classification ID

Interior-point methods (90C51) Numerical methods based on nonlinear programming (49M37) Sensitivity, stability, well-posedness (49K40)

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Cited In (4)

• Asymptotic expansion of penalty-gradient flows in linear programming
• Optimality Conditions (in Pontryagin Form)
• Title not available (Why is that?)
• An interior point algorithm with inexact step computation in function space for state constrained optimal control

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