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First order method

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Part of the Lecture Notes in Mathematics book series (LNM,volume 1707)

Abstract

Algorithms for optimal control problems can be analysed in the same way as algorithms for nonlinear programming problems. The compactness of the space of relaxed controls is only needed to guarantee boundedness of penalty parameters.

Keywords

  • Optimal Control Problem
  • Inequality Constraint
  • State Constraint
  • Convergence Analysis
  • Penalty Parameter

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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© 1999 Springer-Verlag

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Cite this chapter

Pytlak, R. (1999). First order method. In: Numerical Methods for Optimal Control Problems with State Constraints. Lecture Notes in Mathematics, vol 1707. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0097247

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  • DOI: https://doi.org/10.1007/BFb0097247

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-66214-3

  • Online ISBN: 978-3-540-48662-6

  • eBook Packages: Springer Book Archive