TY - GEN
A1 - Weiser, Martin
T1 - Linear convergence of an interior point method for linear control constrained optimal control problems
N2 - The paper provides a detailed analysis of a short step interior point algorithm applied to linear control constrained optimal control problems. Using an affine invariant local norm and an inexact Newton corrector, the well-known convergence results from finite dimensional linear programming can be extended to the infinite dimensional setting of optimal control. The present work complements a recent paper of Weiser and Deuflhard, where convergence rates have not been derived. The choice of free parameters, i.e. the corrector accuracy and the number of corrector steps, is discussed.
T3 - ZIB-Report - 02-13
KW - linear optimal control
KW - infinite dimensional
KW - interior point methods
KW - inexact Newton methods
Y1 - 2002
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6809
ER -