ISSN:
1573-2894
Schlagwort(e):
state constrained optimal control problem
;
primal-dual interior point algorithm
;
linear programming
;
inexact Newton method
;
49M15
;
65H10
;
65K10
;
90C06
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Informatik
Notizen:
Abstract Motivated by a simple optimal control problem with state constraints, we consider an inexact implementation of the primal-dual interior point algorithm of Zhang, Tapia, and Dennis. We show how the control problem can be formulated as a linear program in an infinite dimensional space in two different ways and prove convergence results.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF01300870
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