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The Lagrange-Newton method for nonlinear optimal control problems |
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| Authors: | Walter Alt Kazimierz Malanowski |
| Institution: | (1) Mathematisches Institut, Universität Bayreuth, Postfach 101251, W-8580 Bayreuth, Germany;(2) Systems Research Institute, Polish Academy of Sciences, ul. Newelska 6, 01-447 Warszawa, Poland |
| Abstract: | We investigate local convergence of the Lagrange-Newton method for nonlinear optimal control problems subject to control constraints including the situation where the terminal state is fixed. Sufficient conditions for local quadratic convergence of the method based on stability results for the solutions of nonlinear control problems are discussed. |
| Keywords: | Lagrange-Newton method sequential quadratic programming optimal control nonlinear ordinary differential equations control constraints |
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