The Lagrange-Newton method for state constrained optimal control problems

DOI10.1007/BF01300872MaRDI QIDQ1892596zbMATH OpenFDO

Authors Walter Alt, Kazimierz Malanowski

Publication date 28 September 1995

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

zbMATH Keywords

sequential quadratic programmingoptimal controlstate constraintsnonlinear ordinary differential equationsoptimization problemslocal superlinear convergencetwo-norm discrepancyLagrange-Newton method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Optimality conditions for problems involving ordinary differential equations (49K15) Newton-type methods (49M15) Numerical methods based on necessary conditions (49M05)

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• The lagrange-newton method for infinite-dimensional optimization problems

Cited in

(2)

• Optimal control problems for the two dimensional Rayleigh-Bénard type convection by a gradient method
• A survey on optimal control problems with differential-algebraic equations

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