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MCS
2008
Springer

A nonsmooth Newton's method for control-state constrained optimal control problems

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A nonsmooth Newton's method for control-state constrained optimal control problems
We investigate optimal control problems subject to mixed control-state constraints. The necessary conditions are stated in terms of a local minimum principle. By use of the Fischer-Burmeister function the minimum principle is transformed into an equivalent nonlinear and nonsmooth equation in appropriate Banach spaces. This nonlinear and nonsmooth equation is solved by a nonsmooth Newton's method. We will show the local quadratic convergence under certain regularity conditions and suggest a globalization strategy based on the minimization of the squared residual norm. A numerical example for the Rayleigh problem concludes the article.
Matthias Gerdts
Added 13 Dec 2010
Updated 13 Dec 2010
Type Journal
Year 2008
Where MCS
Authors Matthias Gerdts
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