## Linear convergence of an interior point method for linear control constrained optimal control problems

Please always quote using this URN: urn:nbn:de:0297-zib-6809
• 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.

$Rev: 13581$