The smoothed-penalty algorithm for state constrained optimal control problems for partial differential equations

被引：15

作者：

Gugat, Martin ^{[2
]}

Herty, Michael ^{[1
]}

机构：

[1] Rhein Westfal TH Aachen, D-52056 Aachen, Germany

[2] Univ Erlangen Nurnberg, Lehrstuhl Angew Math 2 4, D-91058 Erlangen, Germany

来源：

OPTIMIZATION METHODS & SOFTWARE | 2010年 / 25卷 / 04期

关键词：

exact penalty function; optimal control problem; optimization with partial differential equations; ACTIVE SET STRATEGY; PRIMAL-DUAL STRATEGY; BOUNDARY CONTROL; NEWTON METHODS; OPTIMIZATION; SYSTEM;

D O I：

10.1080/10556780903002750

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

We present an algorithm for the solution of general inequality constrained optimization problems. The algorithm is based upon an exact penalty function that is approximated by a family of smooth functions. We present convergence results. As numerical examples we treat state constrained optimal control problems for elliptic partial differential equations. We compare the results with existing methods.

引用

页码：573 / 599

页数：27

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