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The Length of the Primal-Dual Path in Moreau-Yosida-Based Path-Following Methods for State Constrained Optimal Control.

Michael HintermüllerAnton SchielaWinnifried Wollner
Published in: SIAM J. Optim. (2014)
Keyphrases
  • optimal control
  • primal dual
  • control problems
  • real time
  • learning algorithm
  • semidefinite programming
  • upper bound
  • convergence rate
  • infinite horizon
  • saddle point