Martens, Björn - In: Computational Optimization and Applications 86 (2023) 3, pp. 1299-1325
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 …, obtaining a new type of Runge–Kutta scheme. For this method we derive consistent necessary conditions and compare the discrete …