This research is devoted to the numerical solution of constrained optimal control problems governed by elliptic partial differential equations. The main purpose is a comparison between a recently developed Moreau-Yosida based active set strategy involving primal and dual variables and two implementations of interior point algorithms.
Publié le : 2000-07-05
Classification:
Optimal Control,
Interior Point Methods,
Moreau-Yosida-approximation,
Active Sets,
AMS 49J20, 65K, 90C20,
[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]
@article{hal-00022028,
author = {Bergounioux, Ma\"\i tine and Haddou, Mounir and Hinterm\"uller, Michael and Kunisch, Karl},
title = {A Comparison of a Moreau-Yosida Based Active Set Strategy and Interior Point Methods for Constrained Optimal Control Problems},
journal = {HAL},
volume = {2000},
number = {0},
year = {2000},
language = {en},
url = {http://dml.mathdoc.fr/item/hal-00022028}
}
Bergounioux, Maïtine; Haddou, Mounir; Hintermüller, Michael; Kunisch, Karl. A Comparison of a Moreau-Yosida Based Active Set Strategy and Interior Point Methods for Constrained Optimal Control Problems. HAL, Tome 2000 (2000) no. 0, . http://gdmltest.u-ga.fr/item/hal-00022028/