A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints

Lanshan Han, M. Kanat Camlibel, Jong-Shi Pang, W. P. M. H. Heemels. A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints. Optimization Methods and Software, 27(4-5):761-799, 2012. [doi]