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A sensitivity-based extrapolation technique for the numerical solution of state-constrained optimal control problems

Please always quote using this URN:urn:nbn:de:0296-matheon-4388
  • Sensitivity analysis (with respect to the regularization parameter) of the solution of a class of regularized state constrained optimal control problems is performed. The theoretical results are then used to establish an extrapolation-based numerical scheme for solving the regularized problem for vanishing regularization parameter. In this context, the extrapolation technique provides excellent initialization along the sequence of reducing regularization parameters. Finally, the favorable numerical behavior of the new method is demonstrated in a nested iteration environment.

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Metadaten
Author:Michael Hintermueller, Irwin Yousept
URN:urn:nbn:de:0296-matheon-4388
Referee:Fredi Tröltzsch
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2008/01/17
Release Date:2008/01/16
Institute:Technische Universität Berlin
Weierstraß-Institut für Angewandte Analysis und Stochastik (WIAS)
Preprint Number:421
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