Second-Order Multiplier Update Calculations for Optimal Control Problems and Related Large Scale Nonlinear Programs

DOI10.1137/0803023zbMath0785.49010OpenAlexW2043268374MaRDI QIDQ3139998

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Publication date: 6 December 1993

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0803023

zbMATH Keywords

\(K\)-stage discrete-time optimal-control problemsbanded equilibrium equationsefficient solution methodsNewtonian multiplier updatesNewtonian projection methodssecond order multiplier update rule

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10)

Related Items (1)

A fast null-space method for the unsteady Stokes equations

Uses Software

• NAPACK

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