Title
Convergence Rate for a Gauss Collocation Method Applied to Constrained Optimal Control.
Abstract
A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for problems whose optimal state and co-state possess two square integrable derivatives. The convergence theory is based on a stability result for the sup-norm change in the solution of a variational inequality relative to a 2-norm perturbation, and on a Sobolev space bound for the error in interpolation at the Gauss quadrature points and the additional point 1. The tightness of the convergence theory is examined using a numerical example.
Year
DOI
Venue
2018
10.1137/16M1096761
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Keywords
Field
DocType
Gauss collocation method,convergence rate,optimal control,orthogonal collocation
Mathematical optimization,Normal convergence,Mathematical analysis,Orthogonal collocation,Compact convergence,Convergence tests,Rate of convergence,Collocation method,Mathematics,Modes of convergence,Gauss's inequality
Journal
Volume
Issue
ISSN
56
2
0363-0129
Citations 
PageRank 
References 
0
0.34
7
Authors
5
Name
Order
Citations
PageRank
William W. Hager11603214.67
Jun Liu223568.22
Subhashree Mohapatra300.68
Anil V. Rao434129.35
Xiang-Sheng Wang502.37