Optimization techniques for solving elliptic control problems with controland state constraints. Part 2: Distributed control

Citation
H. Maurer et Hd. Mittelmann, Optimization techniques for solving elliptic control problems with controland state constraints. Part 2: Distributed control, COMPUT OP A, 18(2), 2001, pp. 141-160
Citations number
29
Categorie Soggetti
Engineering Mathematics
Journal title
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
ISSN journal
09266003 → ACNP
Volume
18
Issue
2
Year of publication
2001
Pages
141 - 160
Database
ISI
SICI code
0926-6003(200102)18:2<141:OTFSEC>2.0.ZU;2-W
Abstract
Part 2 continues the study of optimization techniques for elliptic control problems subject to control and state constraints and is devoted to distrib uted control. Boundary conditions are of mixed Dirichlet and Neumann type. Necessary conditions of optimality are formally stated in form of a local P ontryagin minimum principle, By introducing suitable discretization schemes , the control problem is transcribed into a nonlinear programming problem. The problems are formulated as AMPL (R. Fourer, D.M. Gay, and B.W. Kernigha n, "AMPL: A modeling Language for Mathematical Programming", Duxbury Press, Brooks-Cole Publishing Company, 1993) scripts and several optimization cod es are applied. In particular it is shown that a recently developed interio r point method is able to solve theses problems even for high discretizatio ns. Several numerical examples with Dirichlet and Neumann boundary conditio ns are provided that illustrate the performance of the algorithm for differ ent types of controls including bang-bang controls, The necessary condition s of optimality are checked numerically in the presence of active control a nd state constraints.