Primal-Dual Strategy for Constrained Optimal Control Problems

  • Authors:
  • Maïtine Bergounioux;Kazufumi Ito;Karl Kunisch

  • Affiliations:
  • -;-;-

  • Venue:
  • SIAM Journal on Control and Optimization
  • Year:
  • 1999

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Abstract

An algorithm for efficient solution of control constrained optimal control problems is proposed and analyzed. It is based on an active set strategy involving primal as well as dual variables. For discretized problems sufficient conditions for convergence in finitely many iterations are given. Numerical examples are given and the role of the strict complementarity condition is discussed.