Solution of Optimal Control Problems by a Pointwise Projected Newton Method

Authors:
C. T. Kelley;E. W. Sachs
Affiliations:
-;-
Venue:
SIAM Journal on Control and Optimization
Year:
1995

Citing 0
Cited 5

Primal-Dual Strategy for State-Constrained Optimal Control Problems

Computational Optimization and Applications
Implicit Taylor methods for parabolic problems with nonsmooth data and applications to optimal heat control

Journal of Computational and Applied Mathematics
Superlinear convergence of the control reduced interior point method for PDE constrained optimization

Computational Optimization and Applications - Special issue: Numerical analysis of optimization in partial differential equations
Superlinear convergence of the control reduced interior point method for PDE constrained optimization

Computational Optimization and Applications
Implicit Taylor methods for parabolic problems with nonsmooth data and applications to optimal heat control

Journal of Computational and Applied Mathematics

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Abstract

In the context of optimal control of ordinary differential equations, we prove local superlinear convergence and constraint identification results for an extension of the projected Newton method of Bertsekas. The estimates are also valid for discretized versions of the method-problem pair.