The Lagrange-Newton method for state constrained optimal control problems

Local convergence of the Lagrange-Newton method for optimization problems with two-norm discrepancy in abstract Banach spaces is investigated. Based on stability analysis of optimization problems with two-norm discrepancy, sufficient conditions for local superlinear convergence are derived. The abstract results are applied to optimal control problems for nonlinear ordinary differential equations subject to control and state constraints.This research was completed while the second author was a visitor at the University of Bayreuth, Germany, supported by grant No. CIPA3510CT920789 from the Commission of the European Communities.