Primal-Dual Strategy for State-Constrained Optimal Control Problems

被引：0
作者：
Maítine Bergounioux
Karl Kunisch
机构：
[1] UMR-CNRS 6628,Institut für Mathematik
[2] Université d'Orléans,undefined
[3] U.F.R. Sciences,undefined
[4] Universität Graz,undefined
来源：
Computational Optimization and Applications | 2002年 / 22卷
关键词：
optimal control; state constraints; augmented Lagrangians; primal-dual method; active sets;
D O I：
暂无
中图分类号：
学科分类号：
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
收藏
页码：193 / 224
页数：31
相关论文
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