https://hal.inria.fr/hal-00724868Chen, JinhaiJinhaiChenGerdts, MatthiasMatthiasGerdtsInstitut für Mathematik und Rechneranwendung [Munchen] - Universität der Bundeswehr München [Neubiberg] Smoothing Technique of Nonsmooth Newton Methods for Control-State Constrained Optimal Control ProblemsHAL CCSD2012[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC]Bouzat, Estelle2012-08-22 19:51:252020-09-28 14:14:062012-08-22 19:51:25enJournal articles10.1137/1108221771This paper is concerned with the numerical solution of optimal control problems subject to mixed control-state constraints with differential-algebraic equations. The necessary conditions arising from a local minimum principle are transformed into an equivalent nonsmooth equation in appropriate Banach spaces. We then develop a parametric smoothing Newton method for solving this nonsmooth equation. The global and local convergence is proposed under suitable settings. Numerical examples are presented to demonstrate the efficiency of our global smoothing technique.