AUGMENTED LAGRANGIAN-SQP METHODS FOR NONLINEAR OPTIMAL-CONTROL PROBLEMS OF TRACKING TYPE

Authors
ITO K KUNISCH K
Citation
K. Ito et K. Kunisch, AUGMENTED LAGRANGIAN-SQP METHODS FOR NONLINEAR OPTIMAL-CONTROL PROBLEMS OF TRACKING TYPE, SIAM journal on control and optimization, 34(3), 1996, pp. 874-891
Citations number
9
Categorie Soggetti
Controlo Theory & Cybernetics",Mathematics
Journal title
SIAM journal on control and optimization → ACNP
ISSN journal
03630129
Volume
34
Issue
3
Year of publication
1996
Pages
874 - 891
Database
ISI
SICI code
0363-0129(1996)34:3<874:ALMFNO>2.0.ZU;2-J
Abstract
An augmented Lagrangian method with second-order update is developed a nd its relationship to the sequential quadratic programming method is described. The rate of convergence proof depends on a second-order suf ficient optimality condition, which is shown to be satisfied for a cla ss of nonlinear optimal control problems of tracking type. Numerical e xamples are included which demonstrate the globalizing effect of the a ugmented Lagrangian method.