An interior point method in function space for the efficient solution of state constrained optimal control problems

نویسنده

  • Anton Schiela
چکیده

We propose and analyse an interior point path-following method in function space for state constrained optimal control. Our emphasis is on proving convergence in function space and on constructing a practical path-following algorithm. In particular, the introduction of a pointwise damping step leads to a very efficient method, as verified by numerical experiments. AMS MSC 2000: 90C51, 49M05

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عنوان ژورنال:
  • Math. Program.

دوره 138  شماره 

صفحات  -

تاریخ انتشار 2013