Global Convergence of a Nonsmooth Newton Method for Control-State Constrained Optimal Control Problems.
Matthias GerdtsPublished in: SIAM J. Optim. (2008)
Keyphrases
- newton method
- global convergence
- convergence analysis
- globally convergent
- quasi newton
- global optimum
- convergence rate
- superlinear convergence
- optimization methods
- convergence speed
- optimal control
- regularized least squares
- constrained optimization problems
- variational inequalities
- linear equations
- optimality conditions
- quadratic programming
- linear svm
- state space
- nonnegative matrix factorization
- particle swarm
- reproducing kernel hilbert space
- optimal solution
- optimization method
- dynamic programming
- control system
- evolutionary algorithm
- search algorithm