Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/306303 
Authors: 
Year of Publication: 
2023
Citation: 
[Journal:] Computational Optimization and Applications [ISSN:] 1573-2894 [Volume:] 86 [Issue:] 3 [Publisher:] Springer US [Place:] New York, NY [Year:] 2023 [Pages:] 1299-1325
Publisher: 
Springer US, New York, NY
Abstract: 
In this paper we derive error estimates for Runge–Kutta schemes of optimal control problems subject to index one differential–algebraic equations (DAEs). Usually, Runge–Kutta methods applied to DAEs approximate the differential and algebraic state in an analogous manner. These schemes can be considered as discretizations of the index reduced system where the algebraic equation is solved for the algebraic variable to get an explicit ordinary differential equation. However, in optimal control this approach yields discrete necessary conditions that are not consistent with the continuous necessary conditions which are essential for deriving error estimates. Therefore, we suggest to treat the algebraic variable like a control, obtaining a new type of Runge–Kutta scheme. For this method we derive consistent necessary conditions and compare the discrete and continuous systems to get error estimates up to order three for the states and control as well as the multipliers.
Subjects: 
Optimal control
Differential–algebraic equation
Discrete approximations
Convergence analysis
Runge–Kutta schemes
Persistent Identifier of the first edition: 
Creative Commons License: 
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Document Type: 
Article
Document Version: 
Published Version

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