Abstract
In a recent paper we proved a mesh-independence principle for Newton's method applied to stable and consistent discretizations of generalized equations. In this paper we introduce a new consistency condition which is easier to check in applications. Using this new condition we show that the mesh-independence principle holds for the Lagrange–Newton method applied to nonlinear optimal control problems with mixed control-state constraints and their discretizations by Euler's method or Ritz type methods.
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Alt, W. Mesh-Independence of the Lagrange–Newton Method for Nonlinear Optimal Control Problems and their Discretizations. Annals of Operations Research 101, 101–117 (2001). https://doi.org/10.1023/A:1010912305365
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DOI: https://doi.org/10.1023/A:1010912305365