State constrained optimal control problems represent severe analytical and numerical challenges. It is shown that under certain conditions on the active set the measure representing the Lagrange multiplier associated to the state constraint can be decomposed in a distributed part in L2 with support on the active set and a boundary measure concentrated on the interface between active and inactive sets.
Publié le : 2002-07-05
Classification:
Optimal control,
state constraints,
Lagrange multipliers,
[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]
@article{hal-00022020,
author = {Kunisch, Karl and Bergounioux, Ma\"\i tine},
title = {Lagrange multipliers structure for state constrained optimal control},
journal = {HAL},
volume = {2002},
number = {0},
year = {2002},
language = {en},
url = {http://dml.mathdoc.fr/item/hal-00022020}
}
Kunisch, Karl; Bergounioux, Maïtine. Lagrange multipliers structure for state constrained optimal control. HAL, Tome 2002 (2002) no. 0, . http://gdmltest.u-ga.fr/item/hal-00022020/