An interior point method in function space for the efficient solution of state constrained optimal control problems

Titelangaben

Schiela, Anton:
An interior point method in function space for the efficient solution of state constrained optimal control problems.
In: Mathematical Programming Series A. Bd. 138 (2013) Heft 1-2 . - S. 83-114.
ISSN 0025-5610
DOI: https://doi.org/10.1007/s10107-012-0595-y

Weitere URLs

Angaben zu Projekten

Abstract

We propose and analyze 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.