The Length of the Primal-dual Path in Moreau-yosida-based Path-following for State Constrained Optimal Control
نویسندگان
چکیده
A priori estimates on the length of the primal-dual path that results from a MoreauYosida approximation of the feasible set for state constrained optimal control problems are derived. These bounds depend on the regularity of the state and the dimension of the problem. Numerical results indicate that the bounds are indeed sharp and are typically attained in cases where the active set consists of isolated active points. Further conditions on the multiplier approximation are identified which guarantee higher convergence rates for the feasibility violation due to the MoreauYosida approximation process. Numerical experiments show again that the results are sharp and accurately predict the convergence behavior.
منابع مشابه
On the Length of the Primal-Dual Path in Moreau-Yosida-based Path-following for State Constrained Optimal Control: Analysis and Numerics
We derive a-priori estimates on the length of the primal-dual path that results from a Moreau-Yosida approximation of the feasible set for state constrained optimal control problems. These bounds depend on the regularity of the state and the dimension of the problem. Comparison with numerical results indicates that these bounds are sharp and are attained for the case of a single active point. A...
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