Newton's method for problems of optimal control of heterogeneous systems
نویسنده
چکیده
This paper deals with numerical approximation of optimal control problems for heterogeneous systems by generalized Newton’s method (SQP method, see e.g. [1, 3]). The main concern is to establish error estimates, and moreover, such estimates that reveal the advantage of using appropriate second order discretization schemes. In this respect the main result in the paper is new even in the special case of an ordinary control system, but the presence of integral relations in the heterogeneous systems creates essential additional difficulties.
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عنوان ژورنال:
- Optimization Methods and Software
دوره 18 شماره
صفحات -
تاریخ انتشار 2003