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

DOI10.1007/S10107-011-0477-8MaRDI QIDQ715082zbMATH OpenOpenAlexDBLPWikidataFDO

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

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

(6)

• Asymptotic expansion of penalty-gradient flows in linear programming
• Asymptotic expansion for the solutions of control constrained semilinear elliptic problems with interior penalties
• Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems
• scientific article; zbMATH DE number 1766620 (Why is no real title available?)
• An interior point algorithm with inexact step computation in function space for state constrained optimal control
• Optimality conditions (in Pontryagin form)

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