The convergence of an interior point method for an elliptic control problem with mixed control-state constraints.
Please always quote using this URN:urn:nbn:de:0296-matheon-1784
- The paper addresses primal interior point method for state constrained PDE optimal control problems. By a Lavrentiev regularization, the state constraint is transformed to a mixed control-state constraint with bounded Lagrange multiplier. Existence and convergence of the central path are established, and linear convergence of a short-step pathfollowing method is shown. The behaviour of the regularizations are demonstrated by numerical examples.
Author: | Uwe Prüfert, Fredi Tröltzsch, Martin Weiser |
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URN: | urn:nbn:de:0296-matheon-1784 |
Referee: | Jürgen Sprekels |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2004/12/11 |
Release Date: | 2004/09/11 |
Institute: | Technische Universität Berlin |
Zuse Institute Berlin (ZIB) | |
Preprint Number: | 172 |