Application of the method of multipliers to state space constrained optimal control problems with discrete time

DOI10.1080/02331938608843172zbMath0603.49021OpenAlexW2034534212MaRDI QIDQ3739779

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Publication date: 1986

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938608843172

zbMATH Keywords

multipliersdiscrete-time optimal controlConvergence conditionslocal duality

Mathematics Subject Classification ID

Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Existence theories in calculus of variations and optimal control (49J99)

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Cites Work

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• On a characterization of convergence for the Hestenes method of multipliers
• A method for solving two-point boundary-value problems of difference equations
• Combined Primal-Dual and Penalty Methods for Constrained Minimization
• Strongly Regular Generalized Equations
• Two-level solution algorithms for constrained dynamic optimization problems
• On Penalty and Multiplier Methods for Constrained Minimization
• Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming