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- W2017127990 abstract "Es wird ein verallgemeinertes Newton-Verfahren für die numerische Lösung von linear-quadratischen Optimalsteuerprozessen mit zweiseitigen Restriktionen an die Steuerung eingeführt und analysiert. Bedingungen werden hergeleitet, unter denen der Algorithmus global konvergiert. Unter Verwendung von Glättungseigenschaften des Lösungsoperators der Zustandsgleichung und einem verallgemeinerten Ableitungsbegriff lassen sich lokal superlineare Konvergenzeigenschaften nachweisen. Umfassende numerische Tests unterstützen die theoretischen Ergebnisse, beweisen die Effizienz des neuen Verfahrens und liefern einen numerischen Nachweis für die Gitterunabhängigkeit des Algorithmus. A semi-smooth Newton method for the numerical solution of linear-quadratic optimal control problems with bilateral control constraints is introduced and analyzed. Conditional global convergence results are proved. Based on the smoothing property of the control-to-state operator and on generalized derivatives locally superlinear convergence is established. A report on comprehensive numerical tests supports the theoretical results, proves the efficiency of the new algorithm, and allows to argue mesh-independence." @default.
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- W2017127990 date "2003-04-19" @default.
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- W2017127990 title "A semi-smooth Newton method for constrained linear-quadratic control problems" @default.
- W2017127990 doi "https://doi.org/10.1002/zamm.200310030" @default.
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