Inexact SQP Interior Point Methods and Large Scale Optimal Control Problems.
Friedemann LeibfritzEkkehard W. SachsPublished in: SIAM J. Control. Optim. (1999)
Keyphrases
- interior point methods
- optimal control problems
- optimal control
- convex optimization
- linear programming
- linear program
- semidefinite programming
- production planning
- quadratic programming
- primal dual
- control theory
- solving nonlinear
- computationally intensive
- solving problems
- linear systems
- linear programming problems
- multi objective
- multiscale
- integer programming
- differential equations
- knapsack problem
- dynamic programming
- reinforcement learning