90C51 Interior-point methods
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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.
A primal interior point method for control constrained optimal control problems with PDE constraints is considered. Pointwise elimination of the control leads to a homotopy in the remaining state and dual variables, which is addressed by a short step pathfollowing method. The algorithm is applied to the continuous, infinite dimensional problem, where discretization is performed only in the innermost loop when solving linear equations. The a priori elimination of the least regular control permits to obtain the required accuracy with comparable coarse meshes. Convergence of the method and discretization errors are studied, and the method is illustrated at two numerical examples.
A primal-dual interior point method for optimal control problems with PDE constraints is considered. The algorithm is directly applied to the infinite dimensional problem. Existence and convergence of the central path are analyzed. Numerical results from an inexact continuation method applied to a model problem are shown.