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Inexact primal-dual interior point iteration for linear programs in function spaces (1995)

Ito, S. ; Kelley, C. T. ; Sachs, E. W.

Springer

Computational optimization and applications 4 (1995), S. 189-201

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ISSN: 1573-2894

Keywords: state constrained optimal control problem ; primal-dual interior point algorithm ; linear programming ; inexact Newton method ; 49M15 ; 65H10 ; 65K10 ; 90C06

Source: Springer Online Journal Archives 1860-2000

Topics: Computer Science

Notes: Abstract Motivated by a simple optimal control problem with state constraints, we consider an inexact implementation of the primal-dual interior point algorithm of Zhang, Tapia, and Dennis. We show how the control problem can be formulated as a linear program in an infinite dimensional space in two different ways and prove convergence results.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01300870

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