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Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function.
John W. Pearson
Martin Stoll
Andrew J. Wathen
Published in:
Numer. Linear Algebra Appl. (2014)
Keyphrases
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penalty function
constrained optimization
optimal control problems
constrained optimization problems
penalty functions
optimal control
genetic algorithm
objective function
dynamic programming
state space
differential evolution