Interior point methods in function space
Please always quote using this URN:urn:nbn:de:0296-matheon-195
- 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.
Author: | Martin Weiser |
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URN: | urn:nbn:de:0296-matheon-195 |
Referee: | Fredi Tröltzsch |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2003/12/17 |
Release Date: | 2003/12/17 |
Institute: | Technische Universität Berlin |
Zuse Institute Berlin (ZIB) | |
Preprint Number: | 12 |