Semi-smooth Newton method for an optimal control problem with control and mixed control-state constraints

摘要

A class of optimal control problems for a linear parabolic partial differential equation with control and mixed control-state constraints is considered. For this problem, a projection formula is derived that is equivalent to the necessary optimality conditions. As a main result, the superlinear convergence of a semi-smooth Newton method is shown. Moreover, we show the numerical treatment and several numerical experiments.View full textDownload full textKeywordsNonlinear programming, optimal control, mixed control-state constraint, optimality conditions, semi-smooth Newton method, primal-dual active set strategy AMS Subject Classification 49K20, 49N60, 35J60Related var addthis_config = { ui_cobrand: "Taylor & Francis Online", services_compact: "citeulike,netvibes,twitter,technorati,delicious,linkedin,facebook,stumbleupon,digg,google,more", pubid: "ra-4dff56cd6bb1830b" }; Add to shortlist Link Permalink http://dx.doi.org/10.1080/10556780903548257