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: | Alt Walter |
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.