An interior point method in function space for the efficient solution of state constrained optimal control problems

• 成果类型: Article
• 署名作者: Schiela, Anton
• 署名单位: Zuse Institute Berlin
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-012-0595-y
• 发表日期: 2013
• 页码: 83-114
• 关键词: barrier methods

摘要

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.