Inexact SQP Interior Point Methods and Large Scale Optimal Control Problems
Friedemann LeibfritzEkkehard W. SachsPublished in: Universität Trier, Mathematik/Informatik, Forschungsbericht (1996)
Keyphrases
- interior point methods
- optimal control problems
- optimal control
- convex optimization
- solving nonlinear
- augmented lagrangian
- linear programming problems
- production planning
- linear program
- primal dual
- linear programming
- semidefinite programming
- quadratic programming
- control theory
- solving problems
- differential equations
- computationally intensive
- variational inequalities
- dynamic programming
- convergence rate
- multistage
- natural images
- worst case