A multigrid scheme for elliptic constrained optimal control problems

被引：50

作者：

Borzì, A ^{[1
]}

Kunisch, K ^{[1
]}

机构：

[1] Karl Franzens Univ Graz, Inst Math & Wissensch Rechnen, A-8010 Graz, Austria

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2005年 / 31卷 / 03期

关键词：

constrained optimal control problems; finite differences; multigrid methods;

D O I：

10.1007/s10589-005-3228-z

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：

A multigrid scheme for the solution of constrained optimal control problems discretized by finite differences is presented. This scheme is based on a new relaxation procedure that satisfies the given constraints pointwise on the computational grid. In applications, the cases of distributed and boundary control problems with box constraints are considered. The efficient and robust computational performance of the present multigrid scheme allows to investigate bang-bang control problems.

引用

页码：309 / 333

页数：25

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