A comparison of a Moreau-Yosida-based active set strategy and interior point methods for constrained optimal control problems

被引：89

作者：

Bergounioux, M

Haddou, M

Hintermüller, M

Kunisch, K

机构：

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

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

来源：

SIAM JOURNAL ON OPTIMIZATION | 2000年 / 11卷 / 02期

关键词：

optimal control; interior point methods; Moreau-Yosida approximation; active sets;

D O I：

10.1137/S1052623498343131

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：495 / 521

页数：27

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