6533b7d5fe1ef96bd1264582

RESEARCH PRODUCT

Direct Numerical Methods for Optimal Control Problems

Pekka NeittaanmäkiViorel Arnăutu

subject

Mathematical optimizationComputer scienceNumerical analysisConjugate gradient methodConvergence (routing)Convex optimizationMathematicsofComputing_NUMERICALANALYSISPositive-definite matrixQuadratic programmingOptimal controlInterior point method

description

Development of interior point methods for linear and quadratic programming problems occurred during the 1990’s. Because of their simplicity and their convergence properties, interior point methods are attractive solvers for such problems. Moreover, extensions have been made to more general convex programming problems.

yearjournalcountryeditionlanguage
2003-01-01
https://doi.org/10.1007/978-94-017-2488-3_7