Mesh-Independence of the Lagrange–Newton Method for Nonlinear Optimal Control Problems and their Discretizations

Walter Alt ()

Annals of Operations Research, 2001, vol. 101, issue 1, 117 pages

Abstract: In a recent paper we proved a mesh-independence principle for Newton's method applied to stable and consistent discretizations of generalized equations. In this paper we introduce a new consistency condition which is easier to check in applications. Using this new condition we show that the mesh-independence principle holds for the Lagrange–Newton method applied to nonlinear optimal control problems with mixed control-state constraints and their discretizations by Euler's method or Ritz type methods. Copyright Kluwer Academic Publishers 2001

Keywords: generalized equations; nonlinear optimal control; Lagrange–Newton method; discretization; mesh-independence (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1010912305365

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