Adaptive Finite Element Approximation for a Constrained Optimal Control Problem via Multi-meshes
Journal of Scientific Computing
A 17th-order Radau IIA method for package RADAU. Applications in mechanical systems
Computers & Mathematics with Applications
Applied Numerical Mathematics
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Augmented Lagrangian-SQP methods using Lipschitz-continuous Lagrange multiplier updates are analyzed. Kantorovich-style convergence results are proved and applied to the discretization of optimal control problems. The existence of stationary points for the discretized problems is also discussed.