Primal-dual strategy for state-constrained optimal control problems

被引：101

作者：

Bergounioux, M ^{[1
]}

Kunisch, K ^{[1
]}

机构：

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

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2002年 / 22卷 / 02期

关键词：

optimal control; state constraints; augmented Lagrangians; primal-dual method; active sets;

D O I：

10.1023/A:1015489608037

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：

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.

引用

页码：193 / 224

页数：32

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