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Volumn 79, Issue 4, 2008, Pages 925-936

A nonsmooth Newton's method for control-state constrained optimal control problems

Author keywords

Control state constraints; Minimum principle; Nonsmooth Newton's method; Optimal control

Indexed keywords

BANACH SPACES; FUNCTIONS; INTERSECTIONS; NEWTON-RAPHSON METHOD; NONLINEAR EQUATIONS; TOPOLOGY;

EID: 56949083527     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.matcom.2008.02.018     Document Type: Article
Times cited : (14)

References (11)
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    • Fischer A. Solution of monotone complementarity problems with locally Lipschitzian functions. Math. Program. 76 3 (1997) 513-532
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    • Fischer, A.1
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    • Gerdts M. Direct Shooting Method for the Numerical Solution of Higher Index DAE Optimal Control Problems. Journal of Optimization Theory and Applications 117 2 (2003) 267-294
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    • Gerdts, M.1
  • 5
    • 56949088716 scopus 로고    scopus 로고
    • M. Gerdts, Local minimum principle for optimal control problems subject to index one differential-algebraic equations, Technical Report, Department of Mathematics, University of Hamburg, http://www.math.unihamburg.de/home/gerdts/Report_index1.pdf, 2005.
    • M. Gerdts, Local minimum principle for optimal control problems subject to index one differential-algebraic equations, Technical Report, Department of Mathematics, University of Hamburg, http://www.math.unihamburg.de/home/gerdts/Report_index1.pdf, 2005.
  • 6
    • 0033365565 scopus 로고    scopus 로고
    • Global convergence analysis of the generalized Newton and Gauss-Newton methods of the Fischer-Burmeister equation for the complementarity problem
    • Jiang H. Global convergence analysis of the generalized Newton and Gauss-Newton methods of the Fischer-Burmeister equation for the complementarity problem. Math. Oper. Res. 24 3 (1999) 529-543
    • (1999) Math. Oper. Res. , vol.24 , Issue.3 , pp. 529-543
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  • 7
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    • H. Maurer, D. Augustin, Sensitivity analysis and real-time control of parametric optimal control problems using boundary value methods, in: M. Grötschel, S.O. Krumke, J. Rambau, Herausgeber (Eds.), Online Optimization of Large Scale Systems, Springer, 2001, pp. 17-55.
    • H. Maurer, D. Augustin, Sensitivity analysis and real-time control of parametric optimal control problems using boundary value methods, in: M. Grötschel, S.O. Krumke, J. Rambau, Herausgeber (Eds.), Online Optimization of Large Scale Systems, Springer, 2001, pp. 17-55.
  • 9
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    • Convergence analysis of some algorithms for solving nonsmooth equations
    • Qi L. Convergence analysis of some algorithms for solving nonsmooth equations. Mathematics of Operations Research 18 1 (1993) 227-244
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  • 10
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    • A nonsmooth version of Newton's method
    • Qi L., and und Sun J. A nonsmooth version of Newton's method. Mathematical Programming 58 3 (1993) 353-367
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    • Qi, L.1    und Sun, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.