The Primal-Dual Active Set Method for Nonlinear Optimal Control Problems with Bilateral Constraints

Authors:
Kazufumi Ito;Karl Kunisch
Affiliations:
-;-
Venue:
SIAM Journal on Control and Optimization
Year:
2004

Citing 0
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Abstract

The primal-dual active set method has proved to be an efficient numerical tool in the context of diverse applications. So far it has been investigated mainly for linear problems. This paper is devoted to the study of global convergence of the primal-dual active set method for nonlinear problems with bilateral constraints. Utilizing the close relationship between the primal-dual active set method and semismooth Newton methods, local superlinear convergence of the method is investigated as well.