IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-540-69777-0_72.html
   My bibliography  Save this book chapter

Globalization of Nonsmooth Newton Methods for Optimal Control Problems

In: Numerical Mathematics and Advanced Applications

Author

Listed:
  • C. Gräser

    (Freie Universität Berlin, Institut für Mathematik)

Abstract

We present a new approach for the globalization of the primal-dual active set or equivalently the nonsmooth Newton method applied to an optimal control problem. The basic result is the equivalence of this method to a nonsmooth Newton method applied to the nonlinear Schur complement of the optimality system. Our approach does not require the construction of an additional merit function or additional descent direction. The nonsmooth Newton directions are naturally appropriate descent directions for a smooth dual energy and guarantee global convergence if standard damping methods are applied.

Suggested Citation

  • C. Gräser, 2008. "Globalization of Nonsmooth Newton Methods for Optimal Control Problems," Springer Books, in: Karl Kunisch & Günther Of & Olaf Steinbach (ed.), Numerical Mathematics and Advanced Applications, pages 605-612, Springer.
    • Handle: RePEc:spr:sprchp:978-3-540-69777-0_72
    DOI: 10.1007/978-3-540-69777-0_72
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-540-69777-0_72. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.