Primal-Dual Active Set Strategy for a General Class of Constrained Optimal Control Problems.
Karl KunischArnd RöschPublished in: SIAM J. Optim. (2002)
Keyphrases
- primal dual
- interior point
- active set
- linear programming
- interior point methods
- special case
- linear program
- convex optimization
- linear programming problems
- convergence rate
- approximation algorithms
- efficient implementation
- semidefinite programming
- optimal control problems
- variational inequalities
- objective function