Augmented Lagrangian Method for Optimal Control Problems

DOI10.1007/978-3-319-12583-1_1zbMath1317.49024OpenAlexW651774878MaRDI QIDQ5256628

Olga Olegovna Vasilieva, Anatoliĭ Sergeevich Antipin

Publication date: 19 June 2015

Published in: Analysis, Modelling, Optimization, and Numerical Techniques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-12583-1_1

zbMATH Keywords

optimal controllinear differential equationsconvex programmingaugmented Lagrangian method

Mathematics Subject Classification ID

Convex programming (90C25) Numerical methods based on necessary conditions (49M05) Numerical methods based on nonlinear programming (49M37) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items

Saddle point approach to solving problem of optimal control with fixed ends ⋮ Dynamic method of multipliers in terminal control

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