Primal-Dual Strategy for Constrained Optimal Control Problems

1999289 citationsJournal Article

Authors

Maı̈tine Bergounioux · Laboratoire de Mathématiques Analyse, Probabilités, Modélisation Orléans

Karl Kunisch · Graz University of Technology

Abstract

An algorithm for efficient solution of control constrained optimal control problems is proposed and analyzed. It is based on an active set strategy involving primal as well as dual variables. For discretized problems sufficient conditions for convergence in finitely many iterations are given. Numerical examples are given and the role of the strict complementarity condition is discussed.

Topics & Keywords

Aerospace Engineering and Control Systems Advanced Optimization Algorithms Research Spacecraft Dynamics and Control

Publication Details

Published in: SIAM Journal on Control and Optimization

Volume 37, Issue 4, pp. 1176-1194

DOI: 10.1137/s0363012997328609

Field-Weighted Citation Impact: 228.95

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Primal-Dual Strategy for Constrained Optimal Control Problems

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Abstract

Topics & Keywords

Publication Details