Solving optimal control problems with terminal complementarity constraints via Scholtes’ relaxation scheme

  • Francisco Benita
  • Patrick MehlitzEmail author


We investigate the numerical treatment of optimal control problems of linear ordinary differential equations with terminal complementarity constraints. Therefore, we generalize the well-known relaxation technique of Scholtes to the problem at hand. In principle, any other relaxation approach from finite-dimensional complementarity programming can be adapted in similar fashion. It is shown that the suggested method possesses strong convergence properties under mild assumptions. Finally, some numerical examples are presented.


Complementarity-constrained programming Optimal control Relaxation 

Mathematics Subject Classification

49K15 49M20 



The authors would like to thank the anonymous reviewers for some valuable comments which helped us to improve the presentation of our results.


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Authors and Affiliations

  1. 1.Singapore University of Technology and DesignSingaporeSingapore
  2. 2.Chair of Optimal ControlBrandenburgische Technische Universität Cottbus-SenftenbergCottbusGermany

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