Semi-smooth Newton methods for state-constrained optimal control problems

摘要

A regularized optimality system for state-con strained optimal control problems is introduced and semi-smooth Newton methods for its solution are analyzed. Convergence of the regularized problems is proved. Numerical tests confirm the theoretical results and demonstrate the efficiency of the proposed methodology. (C) 2003 Elsevier B.V. All rights reserved. [References: 20]