Primal-Dual Strategy for Constrained Optimal Control Problems
نویسندگان
چکیده
منابع مشابه
Primal-Dual Strategy for State-Constrained Optimal Control Problems
State constrained optimal control problems represent severe analytical and numerical challenges. A numerical algorithm based on an active set strategy involving primal as well as dual variables, suggested by a generalized Moreau-Yosida regularization of the state constraint is proposed and analyzed. Numerical examples are included.
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 1999
ISSN: 0363-0129,1095-7138
DOI: 10.1137/s0363012997328609