A comparison of a Moreau-Yosida-based active set strategy and interior point methods for constrained optimal control problems

Authors
Bergounioux, M Haddou, M Hintermuller, M Kunisch, K
Citation
M. Bergounioux et al., A comparison of a Moreau-Yosida-based active set strategy and interior point methods for constrained optimal control problems, SIAM J OPTI, 11(2), 2000, pp. 495-521
Citations number
37
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON OPTIMIZATION
ISSN journal
10526234 → ACNP
Volume
11
Issue
2
Year of publication
2000
Pages
495 - 521
Database
ISI
SICI code
1052-6234(20001110)11:2<495:ACOAMA>2.0.ZU;2-4
Abstract
This research is devoted to the numerical solution of constrained optimal c ontrol problems governed by elliptic partial differential equations. The ma in purpose is a comparison between a recently developed Moreau-Yosida-based active set strategy involving primal and dual variables and two implementa tions of interior point algorithms.