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.

引用

页码：183 / 218

页数：35