An interior point method in function space for the efficient solution of state constrained optimal control problems
We propose and analyze an interior point path-following method in function space for state constrained optimal control. Our emphasis is on proving convergence in function space and on constructing a practical path-following algorithm. In particular, the introduction of a pointwise damping step leads to a very efficient method, as verified by numerical experiments.
interior point methods in function space optimal control state constraints 90c51 49m05