Primal-Dual Strategy for State-Constrained Optimal Control Problems
Bergounioux, Maïtine ; Kunisch, Karl
HAL, hal-00022023 / Harvested from HAL
Text on HAL
State constrained optimal control problems represent severe analytical and numerical challenges. A numerical algorithm based on an active set strategy involving primal as well as dual variables, suggested by a generalized Moreau-Yosida regularization of the state constraint is proposed and analyzed. Numerical examples are included.
Publié le : 2002-07-05
Classification:  Optimal control,  state constraints,  augmented Lagrangians,  primal-dual method,  active sets,  AMS 49J20, 49K20,  [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC] 
@article{hal-00022023,
     author = {Bergounioux, Ma\"\i tine and Kunisch, Karl},
     title = {Primal-Dual Strategy for State-Constrained Optimal Control Problems},
     journal = {HAL},
     volume = {2002},
     number = {0},
     year = {2002},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00022023}
}

Bergounioux, Maïtine; Kunisch, Karl. Primal-Dual Strategy for State-Constrained Optimal Control Problems. HAL, Tome 2002 (2002) no. 0, . http://gdmltest.u-ga.fr/item/hal-00022023/