Inexact primal-dual interior point iteration for linear programs in function spaces
Identifieur interne : 000B50 ( Istex/Curation ); précédent : 000B49; suivant : 000B51Inexact primal-dual interior point iteration for linear programs in function spaces
Auteurs : S. Ito [Japon] ; C. T. Kelley ; E. W. Sachs [Allemagne]Source :
- Computational Optimization and Applications [ 0926-6003 ] ; 1995-07-01.
Abstract
Abstract: Motivated by a simple optimal control problem with state constraints, we consider an inexact implementation of the primal-dual interior point algorithm of Zhang, Tapia, and Dennis. We show how the control problem can be formulated as a linear program in an infinite dimensional space in two different ways and prove convergence results.
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DOI: 10.1007/BF01300870
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C. T. Kelley<affiliation><mods:affiliation>Department of Mathematics, Center for Research in Scientific Computation, North Carolina State University, Box 8205, 27695-8205, Raleigh, N.C.</mods:affiliation><wicri:noCountry code="subField">N.C.</wicri:noCountry></affiliation>Le document en format XML
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