# Convergence of the Lagrange-Newton method for optimal control problems

International Journal of Applied Mathematics and Computer Science (2004)

- Volume: 14, Issue: 4, page 531-540
- ISSN: 1641-876X

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topMalanowski, Kazimierz. "Convergence of the Lagrange-Newton method for optimal control problems." International Journal of Applied Mathematics and Computer Science 14.4 (2004): 531-540. <http://eudml.org/doc/207717>.

@article{Malanowski2004,

abstract = {Convergence results for two Lagrange-Newton-type methods of solving optimal control problems are presented. It is shown how the methods can be applied to a class of optimal control problems for nonlinear ODEs, subject to mixed control-state constraints. The first method reduces to an SQP algorithm. It does not require any information on the structure of the optimal solution. The other one is the shooting method, where information on the structure of the optimal solution is exploited. In each case, conditions for well-posedness and local quadratic convergence are given. The scope of applicability is briefly discussed.},

author = {Malanowski, Kazimierz},

journal = {International Journal of Applied Mathematics and Computer Science},

keywords = {nonlinear ODEs; Lagrange-Newton method; mixed constraints; optimal control},

language = {eng},

number = {4},

pages = {531-540},

title = {Convergence of the Lagrange-Newton method for optimal control problems},

url = {http://eudml.org/doc/207717},

volume = {14},

year = {2004},

}

TY - JOUR

AU - Malanowski, Kazimierz

TI - Convergence of the Lagrange-Newton method for optimal control problems

JO - International Journal of Applied Mathematics and Computer Science

PY - 2004

VL - 14

IS - 4

SP - 531

EP - 540

AB - Convergence results for two Lagrange-Newton-type methods of solving optimal control problems are presented. It is shown how the methods can be applied to a class of optimal control problems for nonlinear ODEs, subject to mixed control-state constraints. The first method reduces to an SQP algorithm. It does not require any information on the structure of the optimal solution. The other one is the shooting method, where information on the structure of the optimal solution is exploited. In each case, conditions for well-posedness and local quadratic convergence are given. The scope of applicability is briefly discussed.

LA - eng

KW - nonlinear ODEs; Lagrange-Newton method; mixed constraints; optimal control

UR - http://eudml.org/doc/207717

ER -

## References

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