Convergence Analysis of Newton Methods for Nonlinear Optimal Control Problems
Abstract
The main purpose of this paper is to establish the local quadratic convergence of Newton's method for nonlinear optimal control problems. Under suitable smoothness assumptions, the cost functional is first shown to be twice G{â}teaux differentiable with respect to the control. An explicit operator representation of its second derivative is derived, and its continuity in different control spaces is examined. The second-order coercivity condition in L2(0,T;maathbbRm) is then shown to be equivalent to the existence of a strongly regular solution to an associated matrix Riccati differential equation, thereby expressing an infinite-dimensional quadratic-form condition in terms of the solvability of a matrix differential equation. On this basis, local quadratic convergence of Newton's method in L∞(0,T;maathbbRm) is established using linear-quadratic optimal control theory. Under suitable structural assumptions, local quadratic convergence in L2(0,T;maathbbRm) is also established. Explicit estimates of the corresponding convergence neighborhoods are derived, and the theoretical results are illustrated by numerical examples.
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BibTeX
@misc{feng2026convergence,
title = {{Convergence Analysis of Newton Methods for Nonlinear Optimal Control Problems}},
author = {Yushu Feng and Haisen Zhang},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.30117},
eprint = {2609.30117},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.30117},
}
RIS
TY - UNPB
TI - Convergence Analysis of Newton Methods for Nonlinear Optimal Control Problems
AU - Yushu Feng
AU - Haisen Zhang
PY - 2026
DA - 2026/09/24
PB - arXiv
DO - 10.48550/arxiv.2609.30117
UR - https://arxiv.org/abs/2609.30117
AB - The main purpose of this paper is to establish the local quadratic convergence of Newton's method for nonlinear optimal control problems. Under suitable smoothness assumptions, the cost functional is first shown to be twice G{â}teaux differentiable with respect to the control. An explicit operator representation of its second derivative is derived, and its continuity in different control spaces is examined. The second-order coercivity condition in L^2(0,T;maathbbR^m) is then shown to be equivalent to the existence of a strongly regular solution to an associated matrix Riccati differential equation, thereby expressing an infinite-dimensional quadratic-form condition in terms of the solvability of a matrix differential equation. On this basis, local quadratic convergence of Newton's method in L^∞(0,T;maathbbR^m) is established using linear-quadratic optimal control theory. Under suitable structural assumptions, local quadratic convergence in L^2(0,T;maathbbR^m) is also established. Explicit estimates of the corresponding convergence neighborhoods are derived, and the theoretical results are illustrated by numerical examples.
ER -