The smoothed-penalty algorithm for state constrained optimal control problems for partial differential equations

摘要

We present an algorithm for the solution of general inequality constrained optimization problems. The algorithm is based upon an exact penalty function that is approximated by a family of smooth functions. We present convergence results. As numerical examples we treat state constrained optimal control problems for elliptic partial differential equations. We compare the results with existing methods.View full textDownload full textKeywordsexact penalty function, optimal control problem, optimization with partial differential equations AMS Subject Classification 90C30, 93C20Related 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/10.1080/10556780903002750