Abstract
A globalized augmented Lagrangian-SQP algorithm for nonlinear optimal control problems with box constraints on the control is presented. For the solution of the quadratic subproblems of the SQP-type algorithm a very efficient primal-dual method yielding exact subproblem solutions is utilized. The globalization strategy is based on a suitable modification of the Hessian of the Lagrangian and on a line search utilizing an exact penalty functional. Finally, a report on numerical test runs is given.
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Hintermüller, M. (2001). On a Globalized Augmented Lagrangian-SQP Algorithm for Nonlinear Optimal Control Problems with Box Constraints. In: Hoffmann, KH., Hoppe, R.H.W., Schulz, V. (eds) Fast Solution of Discretized Optimization Problems. ISNM International Series of Numerical Mathematics, vol 138. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8233-0_11
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DOI: https://doi.org/10.1007/978-3-0348-8233-0_11
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