A Comparison of a Moreau--Yosida-Based Active Set Strategy and Interior Point Methods for Constrained Optimal Control Problems

  • Authors:
  • M. Bergounioux;M. Haddou;M. Hintermüller;K. Kunisch

  • Affiliations:
  • -;-;-;-

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 2000

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Abstract

This research is devoted to the numerical solution of constrained optimal control problems governed by elliptic partial differential equations. The main purpose is a comparison between a recently developed Moreau--Yosida-based active set strategy involving primal and dual variables and two implementations of interior point algorithms.