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Generalized Newton method for linear optimization problems with inequality constraints

✍ Scribed by A. I. Golikov; Y. G. Evtushenko

Book ID
121672713
Publisher
SP MAIK Nauka/Interperiodica
Year
2014
Tongue
English
Weight
429 KB
Volume
284
Category
Article
ISSN
0081-5438

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✍ L.P. Pan; K.L. Teo πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 209 KB

This paper considers a linear-nonquadratic optimal control problem subject to nonlinear terminal inequality constraints. We approximate it by a series of approximate problems via the penalty method. It is shown that the optimal control functions of the approximate problems uniformly converge to the