A projected Newton method in a Cartesian product of balls
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Publication:1093537
DOI10.1007/BF00939866zbMath0628.90063OpenAlexW2080299905MaRDI QIDQ1093537
Publication date: 1988
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00939866
optimal controlconstrained minimizationdifferential dynamic programmingBolza objective functionsCartesian product of ballslocally superlinearly convergent projected Newton method
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Dynamic programming (90C39)
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A projected Newton method for minimization problems with nonlinear inequality constraints ⋮ Efficient sequential quadratic programming implementations for equality-constrained discrete-time optimal control ⋮ Dynamic programming method for constrained discrete-time optimal control
Cites Work
- A class of superlinearly convergent projection algorithms with relaxed stepsizes
- Variable metric gradient projection processes in convex feasible sets defined by nonlinear inequalities
- On the convergence of projected gradient processes to singular critical points
- Newton-Goldstein convergence rates for convex constrained minimization problems with singular solutions
- Two-Metric Projection Methods for Constrained Optimization
- Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- Projected Newton Methods for Optimization Problems with Simple Constraints
