Primal-Dual Strategy for State-Constrained Optimal Control Problems.
Maïtine BergouniouxKarl KunischPublished in: Comput. Optim. Appl. (2002)
Keyphrases
- primal dual
- linear programming
- optimal control problems
- convex optimization
- linear program
- interior point methods
- saddle point
- state space
- convergence rate
- optimal control
- algorithm for linear programming
- image processing
- semidefinite programming
- linear programming problems
- dynamic programming
- approximation algorithms