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Volumn 8, Issue 3-4, 1998, Pages 249-275

On interior-point Newton algorithms for discretized optimal control problems with state constraints

Author keywords

Affine scaling; Interior point algorithms; Newton's method; Nonlinear programming; Optimal control problems; Primal dual; State constraints

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; OPTIMAL CONTROL SYSTEMS; PROBLEM SOLVING; STATE SPACE METHODS;

EID: 0031677102     PISSN: 10556788     EISSN: None     Source Type: Journal    
DOI: 10.1080/10556789808805679     Document Type: Article
Times cited : (15)

References (6)
  • 1
    • 11744330777 scopus 로고    scopus 로고
    • Preconditioned for Karush-Kuhn-Tucker systems arising in the optimal control of distributed systems
    • Department of Computational and Applied Mathematics, Rice University
    • Battermann, A. and Heinkenschloss, M. (1996). Preconditioned for Karush-Kuhn-Tucker systems arising in the optimal control of distributed systems, Tech. Report TR96-34, Department of Computational and Applied Mathematics, Rice University.
    • (1996) Tech. Report TR96-34 , vol.TR96-34
    • Battermann, A.1    Heinkenschloss, M.2
  • 3
    • 0342750531 scopus 로고
    • A subspace, interior, and conjugate gradient method for large-scale bound-constrained minimization problems
    • Advancing Computing Research Institute, Cornell University
    • Branch, M. A., Coleman, T. F. and Li, Y. (1995). A subspace, interior, and conjugate gradient method for large-scale bound-constrained minimization problems, Tech. Report CTC95TR217, Advancing Computing Research Institute, Cornell University.
    • (1995) Tech. Report CTC95TR217 , vol.CTC95TR217
    • Branch, M.A.1    Coleman, T.F.2    Li, Y.3
  • 5
    • 0039919811 scopus 로고    scopus 로고
    • An optimal control problem for flows with discontinuities
    • (to appear, August)
    • Cliff, E. M., Heinkenschloss, M. and Shenoy, A. (1997). An optimal control problem for flows with discontinuities, J. Optim. Theory Appl., pp. (to appear, August).
    • (1997) J. Optim. Theory Appl.
    • Cliff, E.M.1    Heinkenschloss, M.2    Shenoy, A.3
  • 6
    • 34249771074 scopus 로고
    • On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds
    • Coleman, T. F. and Li, Y. (1994). On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds. Math. Programming, 67, pp. 189-224.
    • (1994) Math. Programming , vol.67 , pp. 189-224
    • Coleman, T.F.1    Li, Y.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.