Inexact primal-dual interior point iteration for linear programs in function spaces
Identifieur interne : 002956 ( Main/Exploration ); précédent : 002955; suivant : 002957Inexact 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.
Url:
DOI: 10.1007/BF01300870
Affiliations:
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