Lipschitz Stability in Discretized Optimal Control with Application to SQP

DOI10.1137/18M1188483zbMath1407.49041OpenAlexW2912452729MaRDI QIDQ4614938

Marco M. Nicotra, Asen L. Dontchev, Mikhail I. Krastanov, Ilya V. Kolmanovsky, Vladimir M. Veliov

Publication date: 1 February 2019

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

Full work available at URL: https://doi.org/10.1137/18m1188483

zbMATH Keywords

optimal controldiscrete approximationuniform Lipschitz stabilityNewton/SQP method

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Newton-type methods (49M15) Applications of optimal control and differential games (49N90) Discrete approximations in optimal control (49M25)

Related Items (4)

Stability for semilinear parabolic optimal control problems with respect to initial data ⋮ Time-distributed optimization for real-time model predictive control: stability, robustness, and constraint satisfaction ⋮ Approximating optimal finite horizon feedback by model predictive control ⋮ Nonlinear model predictive control with aggregated constraints

Uses Software

• NMPC
• YANE

Cites Work

• Runge-Kutta methods in optimal control and the transformed adjoint system
• Approximating optimal finite horizon feedback by model predictive control
• Nonlinear model predictive control. Theory and algorithms
• Uniform Convergence and Mesh Independence of Newton's Method for Discretized Variational Problems
• Strongly Regular Generalized Equations
• Variational Analysis
• Second-Order Runge--Kutta Approximations in Control Constrained Optimal Control
• Metrically Regular Differential Generalized Equations
• Lipschitzian Stability in Nonlinear Control and Optimization
• Implicit Functions and Solution Mappings
• Multiplier Methods for Nonlinear Optimal Control

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