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 title Project's id DFG Research Center Matheon "Mathematics for key technologies" FZT 86 |
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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.