Primal-dual strategy for state-constrained optimal control problems

Computational Optimization and Applications

Volumn 22, Issue 2, 2002, Pages 193-224

  Bergounioux, Maítine ^a   Kunisch, Karl ^b  

^a UNIVERSITÉ D'ORLÉANS   (France)

^b UNIVERSITY OF GRAZ   (Austria)

Author keywords

Active sets; Augmented Lagrangians; Optimal control; Primal dual method; State constraints

Indexed keywords

ALGORITHMS; BOUNDARY CONDITIONS; LAGRANGE MULTIPLIERS; MATHEMATICAL OPERATORS; PROBLEM SOLVING; SET THEORY; THEOREM PROVING;

STATE CONSTRAINTS;

OPTIMAL CONTROL SYSTEMS;

EID: 0036644181     PISSN: 09266003     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1015489608037     Document Type: Article

References (20)

1. Primal-dual strategy for optimal control problems
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4. Control of an elliptic problem with pointwise state constraints
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6. Multiple-rank modifications of a sparse Cholesky factorization
7. The dual active set algorithm
8. The LP dual active set algorithm
9. The dual active set algorithm application to quadratic network optimization
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11. Augmented Lagrangian formulation of nonsmooth convex optimization in Hilbert spaces
12. Approximate quasi-Newton methods
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14. Reduced SQP-methods for parameter identification problems
15. An SQP-method for optimal control of a nonlinear heat equation