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:0297-zib-10471
- 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 |
|---|---|
| Document Type: | ZIB-Report |
| Tag: | interior point methods in function space; optimal control; state constraints |
| 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 | |
| Date of first Publication: | 2007/12/13 |
| Series (Serial Number): | ZIB-Report (07-44) |
| ISSN: | 1438-0064 |
| ZIB-Reportnumber: | 07-44 |
