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.
Author: | Uwe Prüfert, Fredi Tröltzsch |
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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 |