On the Interplay Between Interior Point Approximation and Parametric Sensitivities in Optimal Control

Please always quote using this URN: urn:nbn:de:0297-zib-8773
  • This paper is concerned with the sensitivities of function space oriented interior point approximations in parameter dependent problems. For an abstract setting that covers control constrained optimal control problems, the convergence of interior point sensitivities to the sensitivities of the optimal solution is shown. Error bounds for $L_q$ norms are derived and illustrated with numerical examples.

Download full text files

Export metadata

  • Export Bibtex

Additional Services

Share in Twitter Search Google Scholar
Metadaten
Author:Roland Griesse, Martin Weiser
Document Type:ZIB-Report
Tag:interior point methods ; optimal control; parametric sensitivity
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] / 49M30 Other methods
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C31 Sensitivity, stability, parametric optimization
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C51 Interior-point methods
Date of first Publication:2005/10/27
Series (Serial Number):ZIB-Report (05-44)
Published in:Appeared in: Journal of Mathematical Analysis and Applications 337 (2008) 771-793

$Rev: 13581 $