AUGMENTED LAGRANGIAN METHOD FOR DISTRIBUTED OPTIMAL-CONTROL PROBLEMS WITH STATE CONSTRAINTS

被引：21

作者：

BERGOUNIOUX, M

机构：

[1] Département de Mathématiques et d'Informatique, Université d'Orléans, Orléans

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1993年 / 78卷 / 03期

关键词：

OPTIMAL CONTROL; LAGRANGE MULTIPLIERS; AUGMENTED LAGRANGIANS;

D O I：

10.1007/BF00939879

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We consider state-constrained optimal control problems governed by elliptic equations. Doing Slater-like assumptions, we know that Lagrange multipliers exist for such problems, and we propose a decoupled augmented Lagrangian method. We present the algorithm with a simple example of a distributed control problem.

引用

页码：493 / 521

页数：29

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