SOLUTION OF OPTIMAL-CONTROL PROBLEMS BY A POINTWISE PROJECTED NEWTON METHOD

被引：21

作者：

KELLEY, CT ^{[1
]}

SACHS, EW ^{[1
]}

机构：

[1] UNIV TRIER,FB MATH 4,D-54286 TRIER,GERMANY

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1995年 / 33卷 / 06期

关键词：

PROJECTED NEWTON ITERATION; OPTIMAL CONTROL;

D O I：

10.1137/S0363012993249900

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In the context of optimal control of ordinary differential equations, we prove local superlinear convergence and constraint identification results for an extension of the projected Newton method of Bertsekas. The estimates are also valid for discretized versions of the method-problem pair.

引用

页码：1731 / 1757

页数：27

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