Primal-dual strategy for state-constrained optimal control problems

被引：100
|
作者：
Bergounioux, M [1 ]
Kunisch, K [1 ]
机构：
[1] Univ Orleans, UFR Sci, CNRS, UMR 6628, F-45067 Orleans 2, France
来源：
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2002年 / 22卷 / 02期
关键词：
optimal control; state constraints; augmented Lagrangians; primal-dual method; active sets;
D O I：
10.1023/A:1015489608037
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
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.
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页码：193 / 224
页数：32
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