Augmented Lagrangian algorithms for state constrained optimal control problems

被引：0

作者：

Bergounioux, M ^{[1
]}

Kunisch, K ^{[1
]}

机构：

[1] Univ Orleans, CNRS, URA 1803, F-45067 Orleans 2, France

来源：

CONTROL AND ESTIMATION OF DISTRIBUTED PARAMETER SYSTEMS | 1998年 / 126卷

关键词：

state and control constrained optimal control problems; augmented Lagrangian; elliptic equations;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We investigate augmented Lagrangian algorithms to serve state and control constrained optimal control problems. We augment both the state-equation and the nonsmooth state and control constraints. We present the method with the example of linear optimal control problem with a boundary control function but the proposed algorithms are general and can be adapted to a much wider class of problems. 1991 Mathematics Subject Classification. 49J20, 49M29.

引用

页码：33 / 48

页数：16