Title
Smoothing Technique of Nonsmooth Newton Methods for Control-State Constrained Optimal Control Problems.
Abstract
This paper is concerned with the numerical solution of optimal control problems subject to mixed control-state constraints with differential-algebraic equations. The necessary conditions arising from a local minimum principle are transformed into an equivalent nonsmooth equation in appropriate Banach spaces. We then develop a parametric smoothing Newton method for solving this nonsmooth equation. The global and local convergence is proposed under suitable settings. Numerical examples are presented to demonstrate the efficiency of our global smoothing technique.
Year
DOI
Venue
2012
10.1137/110822177
SIAM JOURNAL ON NUMERICAL ANALYSIS
Keywords
Field
DocType
optimal control,parametric smoothing Newton method,control-state constraints,global convergence
Mathematical optimization,Optimal control,Mathematical analysis,Banach space,Minimum principle,Smoothing,Parametric statistics,Local convergence,Mathematics,Newton's method
Journal
Volume
Issue
ISSN
50
4
0036-1429
Citations 
PageRank 
References 
4
0.58
0
Authors
2
Name
Order
Citations
PageRank
Jinhai Chen1133.55
M. Gerdts25811.18