Lagrange-SQP Techniques for the Control Constrained Optimal Boundary Control for the Burgers Equation

  • Authors:
  • S. Volkwein

  • Affiliations:
  • Karl-Franzens-Universität Graz, Institut für Mathematik, Heinrichstrasse 36, A-8010 Graz, Austria. stefan.volkwein@uni-graz.at

  • Venue:
  • Computational Optimization and Applications
  • Year:
  • 2003

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Abstract

A Lagrange-Newton-SQP method is analyzed for the optimal control of the Burgers equation. Boundary controls are given, which are restricted by pointwise lower and upper bounds. The convergence of the method is proved in appropriate Banach spaces. This proof is based on a second-order sufficient optimality condition and the theory of Newton methods for generalized equations in Banach spaces. For the numerical realization a primal-dual active set strategy is applied. To illustrate the theoretical investigations, numerical examples are included. Moreover, a globalization technique for the SQP method is tested numerically.