Augmented Lagrangian-SQP methods for nonlinear optimal control problems of tracking type

被引：40

作者：

Ito, K ^{[1
]}

Kunisch, K ^{[1
]}

机构：

[1] TECH UNIV BERLIN,FACHBREICH MATH,D-10623 BERLIN,GERMANY

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1996年 / 34卷 / 03期

关键词：

Lagrangian methods; SQP methods; nonlinear optimal programming;

D O I：

10.1137/S0363012994261707

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

An augmented Lagrangian method with second-order update is developed and its relationship to the sequential quadratic programming method is described. The rate of convergence proof depends on a second-order sufficient optimality condition, which is shown to be satisfied for a class of nonlinear optimal control problems of tracking type. Numerical examples are included which demonstrate the globalizing effect of the augmented Lagrangian method.

引用

页码：874 / 891

页数：18

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