Barrier Methods for Optimal Control Problems with State Constraints
Please always quote using this URN: urn:nbn:de:0297-zib-9504
- We study barrier methods for state constrained optimal control problems with PDEs. In the focus of our analysis is the path of minimizers of the barrier subproblems with the aim to provide a solid theoretical basis for function space oriented path-following algorithms. We establish results on existence, continuity and convergence of this path. Moreover, we consider the structure of barrier subdifferentials, which play the role of dual variables.
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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] / 49M05 Methods based on necessary conditions |
| 90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C51 Interior-point methods | |
| Date of first Publication: | 2007/03/09 |
| Series (Serial Number): | ZIB-Report (07-07) |
| ZIB-Reportnumber: | 07-07 |
| Published in: | Appeared in: SIAM J. on Optimization 20(2): 1002-1031 (2009) |
