Mesh-independence of the Lagrange–Newton method for nonlinear optimal control problems and their discretizations

Mesh-independence of the Lagrange–Newton method for nonlinear optimal control problems and their discretizations

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Article ID: iaor20021318
Country: Netherlands
Volume: 101
Issue: 1
Start Page Number: 101
End Page Number: 117
Publication Date: Jan 2001
Journal: Annals of Operations Research
Authors:
Abstract:

In a recent paper we proved a mesh-independence principle for Newton's method applied to stable and consistent discretizations of generalized equations. In this paper we introduce a new consistency condition which is easier to check in applications. Using this new condition we show that the mesh-independence principle holds for the Lagrange–Newton method applied to nonlinear optimal control problems with mixed control-state constraints and their discretizations by Euler's method or Ritz type methods.

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