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A globally convergent semi-smooth Newton method for control-state constrained DAE optimal control problems

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  • Matthias Gerdts
  • Martin Kunkel

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  • Matthias Gerdts & Martin Kunkel, 2011. "A globally convergent semi-smooth Newton method for control-state constrained DAE optimal control problems," Computational Optimization and Applications, Springer, vol. 48(3), pages 601-633, April.
    • Handle: RePEc:spr:coopap:v:48:y:2011:i:3:p:601-633
    DOI: 10.1007/s10589-009-9275-0
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    References listed on IDEAS

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    1. M. Gerdts, 2006. "Representation of the Lagrange Multipliers for Optimal Control Problems Subject to Differential-Algebraic Equations of Index Two," Journal of Optimization Theory and Applications, Springer, vol. 130(2), pages 231-251, August.
    2. Liqun Qi, 1993. "Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 227-244, February.
    3. M. Gerdts, 2003. "Direct Shooting Method for the Numerical Solution of Higher-Index DAE Optimal Control Problems," Journal of Optimization Theory and Applications, Springer, vol. 117(2), pages 267-294, May.
    4. M. Gerdts, 2006. "Local Minimum Principle for Optimal Control Problems Subject to Differential-Algebraic Equations of Index Two," Journal of Optimization Theory and Applications, Springer, vol. 130(3), pages 443-462, September.
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    Cited by:

    1. Jinhai Chen & Herschel Rabitz, 2019. "On Lifting Operators and Regularity of Nonsmooth Newton Methods for Optimal Control Problems of Differential Algebraic Equations," Journal of Optimization Theory and Applications, Springer, vol. 180(2), pages 518-535, February.

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