The convergence of an interior point method for an elliptic control problem with mixed control-state constraints

被引：0
作者：
Uwe Prüfert
Fredi Tröltzsch
Martin Weiser
机构：
[1] Technische Universität Berlin,Institut für Mathematik
[2] Konrad-Zuse-Zentrum für Informationstechnik Berlin,undefined
来源：
Computational Optimization and Applications | 2008年 / 39卷
关键词：
Interior point method; Function space; Optimal control; Mixed control-state constraints; Lavrentiev regularization;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The paper addresses a primal interior point method for state-constrained PDE optimal control problems in function space. By a Lavrentiev regularization, the state constraint is transformed to a mixed control-state constraint with bounded Lagrange multiplier. Existence and convergence of the central path are established, and linear convergence of a short-step pathfollowing method is shown. The behaviour of the method is demonstrated by numerical examples.
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页码：183 / 218
页数：35
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