SIAM Journal on Control and Optimization, Vol.33, No.6, 1731-1757, 1995
Solution of Optimal-Control Problems by a Pointwise Projected Newton Method
In the context of optimal control of ordinary differential equations, we prove local superlinear convergence and constraint identification results for an extension of the projected Newton method of Bertsekas. The estimates are also valid for discretized versions of the method-problem pair.
Keywords:CONVERGENCE