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Newton's method for constrained optimization

✍ Scribed by Jonathan Goodman

Publisher
Springer-Verlag
Year
1985
Tongue
English
Weight
412 KB
Volume
33
Category
Article
ISSN
0025-5610

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πŸ“œ SIMILAR VOLUMES

Semi-smooth Newton methods for state-con
Semi-smooth Newton methods for state-constrained optimal control problems
✍ Kazufumi Ito; Karl Kunisch πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 238 KB

A regularized optimality system for state-constrained optimal control problems is introduced and semi-smooth Newton methods for its solution are analyzed. Convergence of the regularized problems is proved. Numerical tests conΓΏrm the theoretical results and demonstrate the e ciency of the proposed me