Primal-dual strategy for constrained optimal control problems

Authors
Bergounioux, M Ito, K Kunisch, K
Citation
M. Bergounioux et al., Primal-dual strategy for constrained optimal control problems, SIAM J CON, 37(4), 1999, pp. 1176-1194
Citations number
10
Categorie Soggetti
Mathematics,"Engineering Mathematics
Journal title
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN journal
03630129 → ACNP
Volume
37
Issue
4
Year of publication
1999
Pages
1176 - 1194
Database
ISI
SICI code
0363-0129(19990526)37:4<1176:PSFCOC>2.0.ZU;2-P
Abstract
An algorithm for efficient solution of control constrained optimal control problems is proposed and analyzed. It is based on an active set strategy in volving primal as well as dual variables. For discretized problems sufficie nt conditions for convergence in finitely many iterations are given. Numeri cal examples are given and the role of the strict complementarity condition is discussed.