Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems

DOI10.1007/s10107-011-0477-8zbMath1252.49055OpenAlexW2035127037WikidataQ57652216 ScholiaQ57652216MaRDI QIDQ715082

Francisco J. Silva, Jérôme Bolte, Felipe Alvarez, Joseph Frédéric Bonnans

Publication date: 15 October 2012

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00365540/file/RR-6863.pdf

zbMATH Keywords

sensitivityoptimal controlinterior-point algorithmsexpansion of value function and solutions

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Numerical methods based on nonlinear programming (49M37) Interior-point methods (90C51)

Related Items

Optimality Conditions (in Pontryagin Form), An interior point algorithm with inexact step computation in function space for state constrained optimal control

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