An SQP method for optimal control of weakly singular Hammerstein integral equations
type: Item
instance of: scholarly article
title: An SQP method for optimal control of weakly singular Hammerstein integral equations
zbMATH Open document ID: 0861.49023
DOI: 10.1007/BF01204703
author: Walter Alt
author: R. Sontag
author: Fredi Tröltzsch
published in: Applied Mathematics and Optimization
publication date: 1997-04-23T00:00:00Z
review text: The authors consider the following nonlinear optimal control problem: \[ \text{Minimize} \qquad \int^T_0 \varphi(t,x(t), u(t))dt \] subject to \[ x(t)= \int^t_0 k(t,s) b(s,x(s), u(s))ds, \qquad \text{and }|u(t)|\leq 1, \] where \(x\in C[0,T]\), \(u\in L_\infty (0,T)\), \(\varphi\), \(b\) and \(k\) are real-valued functions with certain smoothness and growth properties. The local convergence of an SQP method for solving this problem is discussed. Sufficient conditions for local quadratic convergence of that technique are derived.
reviewed by: H.Goldberg
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 49K22
Mathematics Subject Classification ID: 49M05
zbMATH DE Number: 883409
zbMATH Keywords: sequential quadratic programming
zbMATH Keywords: Hammerstein integral equation
zbMATH Keywords: control constraints
zbMATH Keywords: Lagrange-Newton method
zbMATH Keywords: nonlinear optimal control problem
zbMATH Keywords: SQP method
zbMATH Keywords: local quadratic convergence
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01204703
OpenAlex ID: W2011911407
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description: scientific article; zbMATH DE number 883409