Interior Point Methods in Function Space

Please always quote using this URN: urn:nbn:de:0297-zib-7578
  • A primal-dual interior point method for optimal control problems is considered. The algorithm is directly applied to the infinite dimensional problem. Existence and convergence of the central path are analyzed, and linear convergence of a short step pathfollowing method is established.

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Metadaten
Author:Martin WeiserORCiD
Document Type:ZIB-Report
Tag:complementarity functions; interior point methods in function space; optimal control
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] / 49M15 Newton-type methods
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C48 Programming in abstract spaces
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C51 Interior-point methods
Date of first Publication:2003/11/03
Series (Serial Number):ZIB-Report (03-35)
Published in:Appeared in : SIAM J. Control Opt. 44(5),1766-1786 (2005)