Gräser, C. (2008) Globalization of nonsmooth Newton methods for optimal control problems. In: Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2007, the 7th European Conference on Numerical Mathematics and Advanced Applications, Graz, Austria, September 2007 . Springer Berlin Heidelberg, pp. 605612. ISBN 9783540697763

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Official URL: http://dx.doi.org/10.1007/9783540697770_72
Abstract
We present a new approach for the globalization of the primaldual 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.
Item Type:  Book Section 

Subjects:  Mathematical and Computer Sciences > Mathematics > Numerical Analysis 
Divisions:  Department of Mathematics and Computer Science > Institute of Mathematics 
ID Code:  1806 
Deposited By:  Ekaterina Engel 
Deposited On:  19 Feb 2016 08:53 
Last Modified:  03 Mar 2017 14:41 
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