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A semi‐smooth Newton method for constrained linear‐quadratic control problems - MaRDI portal

A semi‐smooth Newton method for constrained linear‐quadratic control problems (Q4707212)

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scientific article; zbMATH DE number 1925351
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A semi‐smooth Newton method for constrained linear‐quadratic control problems
scientific article; zbMATH DE number 1925351

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    A semi‐smooth Newton method for constrained linear‐quadratic control problems (English)
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    10 June 2003
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    semi-smooth Newton method
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    primal-dual algorithm
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    linear-quadratic optimal control
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    locally superlinear convergence
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    mesh-independence
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