An Interior Point Method in Function Space for the Efficient Solution of State Constrained Optimal Control Problems
Please always quote using this URN:urn:nbn:de:0296-matheon-4999
- 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.
Author: | Anton Schiela |
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URN: | urn:nbn:de:0296-matheon-4999 |
Referee: | Peter Deuflhard |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2008/03/26 |
Release Date: | 2008/03/25 |
Tag: | |
Institute: | Technische Universität Berlin |
Zuse Institute Berlin (ZIB) | |
MSC-Classification: | 49-XX CALCULUS OF VARIATIONS AND OPTIMAL CONTROL; OPTIMIZATION [See also 34H05, 34K35, 65Kxx, 90Cxx, 93-XX] / 49Mxx Numerical methods [See also 90Cxx, 65Kxx] / 49M05 Methods based on necessary conditions |
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C51 Interior-point methods | |
Preprint Number: | 495 |