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

DOI10.1002/zamm.200310030zbMath1015.49025OpenAlexW2017127990MaRDI QIDQ4707212

Georg Stadler, Michael Hintermüller

Publication date: 10 June 2003

Published in: ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/zamm.200310030

zbMATH Keywords

linear-quadratic optimal controlmesh-independenceprimal-dual algorithmsemi-smooth Newton methodlocally superlinear convergence

Mathematics Subject Classification ID

Newton-type methods (49M15) Linear-quadratic optimal control problems (49N10)

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