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

Title data

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

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Project information

Project title:
Project's official titleProject's id
DFG Research Center Matheon "Mathematics for key technologies"FZT 86

Project financing: Deutsche Forschungsgemeinschaft

Abstract in another language

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.

Further data

Item Type: Article in a journal
Refereed: Yes
Additional notes: A preliminary version is published at the Konrad-Zuse-Zentrum für Informationstechnik, Berlin as ZIB-Report 07-44.
Keywords: interior point methods in function space; optimal control; state constraints
Subject classification: 90C51 (49M05)
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Professorship Applied Mathematics (Applied Mathematics) > Professorship Applied Mathematics (Applied Mathematics) - Univ.-Prof. Dr. Anton Schiela
Profile Fields > Advanced Fields > Nonlinear Dynamics
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Professorship Applied Mathematics (Applied Mathematics)
Profile Fields
Profile Fields > Advanced Fields
Result of work at the UBT: No
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 19 Mar 2015 07:58
Last Modified: 19 Mar 2015 07:58
URI: https://eref.uni-bayreuth.de/id/eprint/8211