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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.

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Metadaten
Author:Anton Schiela
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
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