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Convergence of the Control Reduced Interior Point Method for PDE Constrained Optimal Control with State Constraints

Please always quote using this URN: urn:nbn:de:0297-zib-9099
  • We propose a variant of the control reduced interior point method for the solution of state constrained problems. We show convergence of the corresponding interior point pathfollowing algorithm in function space. Morever, we provide error bounds for the iterates.

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Author:Anton Schiela
Document Type:ZIB-Report
Tag:interior point methods in function space; optimal control; state constraints
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
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C51 Interior-point methods
Date of first Publication:2006/03/27
Series (Serial Number):ZIB-Report (06-16)
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