Author： Alt W.
Publisher： Springer Publishing Company
ISSN： 0254-5330
Source： Annals of Operations Research, Vol.101, Iss.1-4, 2001-01, pp. : 101-117
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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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