Error estimates for Runge–Kutta schemes of optimal control problems with index 1 DAEs

• Published in: Computational optimization and applications Vol. 86; no. 3; pp. 1299 - 1325
• Main Author: Martens, Björn
• Format: Journal Article
• Language: English
• Published: New York, NY Springer US 01.12.2023; Springer Nature B.V
• Subjects: Algebra; Approximation; Convergence analysis; Convex and Discrete Geometry; Differential equations; Differential–algebraic equation; Discrete approximations; Errors; Estimates; Management Science; Mathematics; Mathematics and Statistics; Operations Research; Operations Research/Decision Theory; Optimal control; Optimization; Ordinary differential equations; Runge-Kutta method; Runge–Kutta schemes; Statistics; 65L06; Discrete approximations; Optimal control; Runge–Kutta schemes; 49M25; 49K15; Differential–algebraic equation; 49J15; 34A09; Convergence analysis

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 conside...