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Second order method

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

Abstract

Control functions are substituted by piecewise constant controls. The control problem becomes then a semi-infinite programming problem.

The search direction subproblems have only a finite number of constraints and their Lagrange multipliers are numbers.

Keywords

  • Optimal Control Problem
  • State Constraint
  • Active Constraint
  • Superlinear Convergence
  • Exact Penalty Function

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). Second 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/BFb0097249

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  • DOI: https://doi.org/10.1007/BFb0097249

  • 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