We propose augmented Lagrangian methods to solve state and control constrained optimal control problems. The approach is based on the Lagrangian formulation of nonsmooth convex optimization in Hilbert spaces . We investigate a linear optimal control problem with a boundary control function. Both the equation and the constraints are augmented. The proposed methods are general and can be adapted to a much wider class of problems.
Publié le : 1997-07-05
Classification:
Augmented Lagrangian,
Elliptic Equations,
State and Control Constrained Optimal Control Problems,
49J20, 49M29,
[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]
@article{hal-00023022,
author = {Bergounioux, Ma\"\i tine and Kunisch, Karl},
title = {Augmented Lagrangian Techniques for Elliptic State Constrained Optimal Control Problems},
journal = {HAL},
volume = {1997},
number = {0},
year = {1997},
language = {en},
url = {http://dml.mathdoc.fr/item/hal-00023022}
}
Bergounioux, Maïtine; Kunisch, Karl. Augmented Lagrangian Techniques for Elliptic State Constrained Optimal Control Problems. HAL, Tome 1997 (1997) no. 0, . http://gdmltest.u-ga.fr/item/hal-00023022/