The Primal-Dual Active Set Method for Nonlinear Optimal Control Problems with Bilateral Constraints
Authors:
- Kazufumi ItoKIKazufumi Ito
- Karl KunischKKKarl Kunisch
- 1 January 2004
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 43 (1) , 357-376
Abstract
The primal-dual active set method has proved to be an efficient numerical tool in the context of diverse applications. So far it has been investigated mainly for linear problems. This paper is devoted to the study of global convergence of the primal-dual active set method for nonlinear problems with bilateral constraints. Utilizing the close relationship between the primal-dual active set method and semismooth Newton methods, local superlinear convergence of the method is investigated as well.Keywords
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