Konrad-zuse-zentrum F ¨ Ur Informationstechnik Berlin Interior Point Methods in Function Space Interior Point Methods in Function Space *

نویسندگان

  • MARTIN WEISER
  • Martin Weiser
چکیده

A primal-dual interior point method for optimal control problems is considered. The algorithm is directly applied to the infinite dimensional problem. Existence and convergence of the central path are analyzed, and linear convergence of a short step pathfollowing method is established.

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تاریخ انتشار 2003