Abstract
This paper focuses on nonsmooth Newton methods of optimal control problems governed by mixed control–state constraints with differential algebraic equations. In contrast to previous results, we analyze lifting operators involved in nonsmooth Newton methods and establish corresponding convergence results. We also give sufficient conditions for regularity of generalized derivatives of systems of nonsmooth operator equations associated with optimal control problems.
Original language | English (US) |
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Pages (from-to) | 518-535 |
Number of pages | 18 |
Journal | Journal of Optimization Theory and Applications |
Volume | 180 |
Issue number | 2 |
DOIs | |
State | Published - Feb 15 2019 |
All Science Journal Classification (ASJC) codes
- Management Science and Operations Research
- Control and Optimization
- Applied Mathematics
Keywords
- Convergence
- Lifting operators
- Nonsmooth Newton methods
- Optimal control of DAEs
- Regularity conditions