Pontryagin's Principle of Mixed Control-State Constrained Optimal Control Governed by Fluid Dynamic Systems

2013 ◽  
Vol 34 (4) ◽  
pp. 451-484 ◽  
Author(s):  
Huaiqiang Yu
Keyword(s):  
Optimal Control ◽  
Dynamic Systems ◽  
Fluid Dynamic ◽  
Pontryagin’S Principle ◽  
Constrained Optimal Control ◽  
Mixed Control ◽  
Pontryagin's Principle ◽  
Control State

scholarly journals Mesh independence and fast local convergence of a primal-dual active-set method for mixed control-state constrained elliptic control problems

2007 ◽  
Vol 49 (1) ◽  
pp. 1-38 ◽  
Author(s):  
M. Hintermüller
Keyword(s):  
Optimal Control ◽  
Numerical Test ◽  
Control Problems ◽  
Active Set ◽  
Active Set Method ◽  
Constrained Optimal Control ◽  
Mixed Control ◽  
Mesh Independence ◽  
Primal Dual ◽  
Control State

A class of mixed control-state constrained optimal control problems for elliptic partial differential equations arising, for example, in Lavrentiev-type regularized state constrained optimal control is considered. Its numerical solution is obtained via a primal-dual activeset method, which is equivalent to a class of semi-smooth Newton methods. The locally superlinear convergence of the active-set method in function space is established, and its mesh independence is proved. The paper contains a report on numerical test runs including a comparison with a short-step path-following interior-point method and a coarse-to-fine mesh sweep, that is, a nested iteration technique, for accelerating the overall solution process. Finally, convergence and regularity properties of the regularized problems with respect to a vanishing Lavrentiev parameter are considered. 2000 Mathematics subject classification: primary 65K05; secondary 90C33.

Sign in / Sign up

Export Citation Format

Share Document