Numerical solution of control-state constrained optimal control problems with an inexact smoothing Newton method

作者：Chen Jinhai^*; Gerdts Matthias

来源：IMA Journal of Numerical Analysis, 2011, 31(4): 1598-1624.

DOI：10.1093/imanum/drq023

• optimal control
• inexact smoothing Newton method
• control-state constraints
• global convergence

This paper analyses a globalized inexact smoothing Newton method for the numerical solution of optimal control problems subject to mixed control-state constraints. The method uses the smoothed Fischer-Burmeister function to reformulate first-order necessary conditions and aims at minimizing the squared residual norm using Newton steps and gradient-like steps. Numerical experiments are provided to illustrate the convergence results.

• 出版日期2011-10