Path-following for optimal control of stationary variational inequalities.
Karl KunischDaniel WachsmuthPublished in: Comput. Optim. Appl. (2012)
Keyphrases
- optimal control
- variational inequalities
- primal dual
- complementarity problems
- sensitivity analysis
- dynamic programming
- variational inequality problems
- nonlinear programming
- interior point
- convex sets
- linear programming
- optimal control problems
- fixed point
- convex optimization
- semidefinite programming
- infinite horizon
- linear program
- reinforcement learning
- interior point methods
- approximation algorithms
- control strategy
- boundary conditions
- nash equilibrium
- convergence rate
- denoising