Interior Point Methods in Function Space
نویسنده
چکیده
A primal-dual interior point method for optimal control problems is considered. The algorithm is directly applied to the infinite-dimensional problem. Existence and convergence of the central path are analyzed, and linear convergence of a short-step path-following method is established.
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ورودعنوان ژورنال:
- SIAM J. Control and Optimization
دوره 44 شماره
صفحات -
تاریخ انتشار 2005