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An interior point method for a parabolic optimal control problem with regularized pointwise state constraints

Please always quote using this URN:urn:nbn:de:0296-matheon-3525
  • A primal-dual interior point method for state-constrained parabolic optimal control problems is considered. By a Lavrentiev type regularization, the state constraints are transformed to mixed control-state constraints which, after a simple transformation, can be handled as control constraints. Existence and convergence of the central path are shown. Moreover, the convergence of a short step interior point algorithm is proven in a function space setting. The theoretical properties of the algorithm are confirmed by numerical examples.

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Metadaten
Author:Uwe Prüfert, Fredi Tröltzsch
URN:urn:nbn:de:0296-matheon-3525
Referee:Jürgen Sprekels
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2006/08/29
Release Date:2006/08/28
Tag:
Institute:Technische Universität Berlin
Zuse Institute Berlin (ZIB)
MSC-Classification:49-XX CALCULUS OF VARIATIONS AND OPTIMAL CONTROL; OPTIMIZATION [See also 34H05, 34K35, 65Kxx, 90Cxx, 93-XX] / 49Mxx Numerical methods [See also 90Cxx, 65Kxx] / 49M15 Newton-type methods
49-XX CALCULUS OF VARIATIONS AND OPTIMAL CONTROL; OPTIMIZATION [See also 34H05, 34K35, 65Kxx, 90Cxx, 93-XX] / 49Mxx Numerical methods [See also 90Cxx, 65Kxx] / 49M37 Methods of nonlinear programming type [See also 90C30, 65Kxx]
Preprint Number:341
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