Barrier Methods for Optimal Control Problems with Convex Nonlinear Gradient Constraints
Please always quote using this URN:urn:nbn:de:0296-matheon-5541
- In this paper we are concerned with the application of interior point methods in function space to gradient constrained optimal control problems, governed by partial differential equations. We will derive existence of solutions together with first order optimality conditions. Afterwards we show continuity of the central path, together with convergence rates depending on the interior point parameter.
Author: | Anton Schiela, Winnifried Wollner |
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URN: | urn:nbn:de:0296-matheon-5541 |
Referee: | Fredi Tröltzsch |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2009/03/02 |
Release Date: | 2009/02/02 |
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] / 49M05 Methods based on necessary conditions |
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C51 Interior-point methods | |
Preprint Number: | 550 |