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The Primal-Dual Active Set Method for Nonlinear Optimal Control Problems with Bilateral Constraints.

Kazufumi ItoKarl Kunisch
Published in: SIAM J. Control. Optim. (2004)
Keyphrases
  • primal dual
  • dynamic programming
  • pairwise
  • linear programming
  • linear program
  • convergence rate
  • interior point