Convergence analysis of Euler discretization of control-state constrained optimal control problems with controls of bounded variation

Matthias Gerdts;  ; Martin Kunkel;

doi:10.3934/jimo.2014.10.311

Convergence analysis of Euler discretization of control-state constrained optimal control problems with controls of bounded variation

Journal of Industrial & Management Optimization ◽

10.3934/jimo.2014.10.311 ◽

2014 ◽

Vol 10 (1) ◽

pp. 311-336 ◽

Cited By ~ 2

Author(s):

Matthias Gerdts ◽

◽

Martin Kunkel ◽

Keyword(s):

Optimal Control ◽

Convergence Analysis ◽

Bounded Variation ◽

Optimal Control Problems ◽

Control Problems ◽

Constrained Optimal Control ◽

Euler Discretization ◽

Control State

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A nonsmooth Newton’s method for control-state constrained optimal control problems

Mathematics and Computers in Simulation ◽

10.1016/j.matcom.2008.02.018 ◽

2008 ◽

Vol 79 (4) ◽

pp. 925-936 ◽

Cited By ~ 13

Author(s):

Matthias Gerdts

Keyword(s):

Optimal Control ◽

Newton’S Method ◽

Newton's Method ◽

Optimal Control Problems ◽

Control Problems ◽

Constrained Optimal Control ◽

Control State

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Erratum: Global Convergence of a Nonsmooth Newton Method for Control-State Constrained Optimal Control Problems

SIAM Journal on Optimization ◽

10.1137/090755291 ◽

2011 ◽

Vol 21 (2) ◽

pp. 615-616

Author(s):

Matthias Gerdts

Keyword(s):

Optimal Control ◽

Global Convergence ◽

Newton Method ◽

Optimal Control Problems ◽

Control Problems ◽

Constrained Optimal Control ◽

Nonsmooth Newton Method ◽

Control State

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Global Convergence of a Nonsmooth Newton Method for Control-State Constrained Optimal Control Problems

SIAM Journal on Optimization ◽

10.1137/060657546 ◽

2008 ◽

Vol 19 (1) ◽

pp. 326-350 ◽

Cited By ~ 22

Author(s):

Matthias Gerdts

Keyword(s):

Optimal Control ◽

Global Convergence ◽

Newton Method ◽

Optimal Control Problems ◽

Control Problems ◽

Constrained Optimal Control ◽

Nonsmooth Newton Method ◽

Control State

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Numerical solution of control-state constrained optimal control problems with an inexact smoothing Newton method

IMA Journal of Numerical Analysis ◽

10.1093/imanum/drq023 ◽

2011 ◽

Vol 31 (4) ◽

pp. 1598-1624 ◽

Cited By ~ 4

Author(s):

J. Chen ◽

M. Gerdts

Keyword(s):

Optimal Control ◽

Numerical Solution ◽

Newton Method ◽

Optimal Control Problems ◽

Smoothing Newton Method ◽

Control Problems ◽

Constrained Optimal Control ◽

Control State

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Inexact Restoration for Euler Discretization of Box-Constrained Optimal Control Problems

Journal of Optimization Theory and Applications ◽

10.1007/s10957-012-0140-4 ◽

2012 ◽

Vol 156 (3) ◽

pp. 726-760 ◽

Cited By ~ 11

Author(s):

Nahid Banihashemi ◽

C. Yalçın Kaya

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Control Problems ◽

Constrained Optimal Control ◽

Euler Discretization ◽

Inexact Restoration

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Convergence Analysis for Approximations of Optimal Control Problems Subject to Higher Index Differential-Algebraic Equations and Mixed Control-State Constraints

SIAM Journal on Control and Optimization ◽

10.1137/18m1219382 ◽

2020 ◽

Vol 58 (1) ◽

pp. 1-33 ◽

Cited By ~ 1

Author(s):

Björn Martens ◽

Matthias Gerdts

Keyword(s):

Optimal Control ◽

Convergence Analysis ◽

State Constraints ◽

Optimal Control Problems ◽

Differential Algebraic Equations ◽

Control Problems ◽

Algebraic Equations ◽

Mixed Control ◽

Control State

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Smoothing Technique of Nonsmooth Newton Methods for Control-State Constrained Optimal Control Problems

SIAM Journal on Numerical Analysis ◽

10.1137/110822177 ◽

2012 ◽

Vol 50 (4) ◽

pp. 1982-2011 ◽

Cited By ~ 9

Author(s):

Jinhai Chen ◽

Matthias Gerdts

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Control Problems ◽

Newton Methods ◽

Smoothing Technique ◽

Constrained Optimal Control ◽

Control State

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Adaptive finite element methods for mixed control-state constrained optimal control problems for elliptic boundary value problems

Computational Optimization and Applications ◽

10.1007/s10589-008-9195-4 ◽

2008 ◽

Vol 46 (3) ◽

pp. 511-533 ◽

Cited By ~ 21

Author(s):

R. H. W. Hoppe ◽

M. Kieweg

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Elliptic Boundary ◽

Control Problems ◽

Adaptive Finite Element ◽

Adaptive Finite Element Methods ◽

Constrained Optimal Control ◽

Elliptic Boundary Value ◽

Mixed Control ◽

Control State

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Convergence Analysis of the Implicit Euler-discretization and Sufficient Conditions for Optimal Control Problems Subject to Index-one Differential-algebraic Equations

Set-Valued and Variational Analysis ◽

10.1007/s11228-018-0471-x ◽

2018 ◽

Vol 27 (2) ◽

pp. 405-431 ◽

Cited By ~ 2

Author(s):

Björn Martens ◽

Matthias Gerdts

Keyword(s):

Optimal Control ◽

Convergence Analysis ◽

Optimal Control Problems ◽

Sufficient Conditions ◽

Differential Algebraic Equations ◽

Control Problems ◽

Algebraic Equations ◽

Euler Discretization

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Convergence of Lagrange-Newton method for control-state and pure state constrained optimal control problems

System Modelling and Optimization ◽

10.1007/978-0-387-34897-1_50 ◽

1996 ◽

pp. 419-426

Author(s):

Kazimierz Malanowski

Keyword(s):

Optimal Control ◽

Newton Method ◽

Pure State ◽

Optimal Control Problems ◽

Control Problems ◽

Constrained Optimal Control ◽

Control State

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