Primal-dual strategy for constrained optimal control problems

被引：206

作者：

Bergounioux, M

Ito, K

Kunisch, K

机构：

[1] Univ Orleans, CNRS, UMR 6628, UFR Sci, F-45067 Orleans 2, France

[2] N Carolina State Univ, Dept Math, Raleigh, NC 27695 USA

[3] Graz Univ, Inst Math, A-8010 Graz, Austria

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1999年 / 37卷 / 04期

关键词：

active set; augmented Lagrangian; primal-dual method; optimal control;

D O I：

10.1137/S0363012997328609

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：1176 / 1194

页数：19

共 10 条

[1]

[Anonymous], 1977, ANN SCUOLA NORM SUP

[2]

Barbu V, 1993, Mathematics in Science and Engineering, V190

[3] Augmented Lagrangian techniques for elliptic state constrained optimal control problems [J].