Primal-Dual Strategy for State-Constrained Optimal Control Problems

Authors:
Maítine Bergounioux;Karl Kunisch
Affiliations:
UMR-CNRS 6628, Université d'Orléans, U.F.R. Sciences, B.P. 6759, F-45067 Orléans Cedex 2, France. maitine.bergounioux@labomath.univ-orleans.fr;Institut für Mathematik, Universität Graz, A-8010 Graz, Austria. kunisch@kfunigraz.ac.at
Venue:
Computational Optimization and Applications
Year:
2002

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Abstract

State constrained optimal control problems represent severe analytical and numerical challenges. A numerical algorithm based on an active set strategy involving primal as well as dual variables, suggested by a generalized Moreau-Yosida regularization of the state constraint is proposed and analyzed. Numerical examples are included.