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Université d'Orléans |  |
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Université d'Orléans | |
| HAL: hal-00023011, version 1 |
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| SIAM Journal on Control and Optimization 37, no 4 (1999) pp. 1176-1194 |
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| Primal-dual Strategy for Constrained Optimal Control Problems |
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| Maitine Bergounioux 1Kazufumi Ito 2 |
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| (1999) |
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| An algorithm for efficient solution of control constrained optimal control problems is proposed and analyzed. It is based on an active set strategy involving primal as well as dual variables. For discretized problems sufficient conditions for convergence in finitely many iterations are given. Numerical examples are given and the role of strict complementarity condition is discussed. |
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| 1: | Mathématiques - Analyse, Probabilités, Modélisation - Orléans (MAPMO) |
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Université d'Orléans – CNRS : UMR7349 |
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| 2: | Department of Mathematics [Raleigh NC] |
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North Carolina State University |
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| 3: | Institut für Mathematik (IM) |
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Université de Graz |
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| Subject | : | Mathematics/Optimization and Control |
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| Active Set – Augmented Lagrangian – Primal-dual method – Optimal Control |
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| hal-00023011, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00023011 | |
| oai:hal.archives-ouvertes.fr:hal-00023011 | |
| From: Maïtine Bergounioux | |
| Submitted on: Tuesday, 18 April 2006 19:08:37 | |
| Updated on: Tuesday, 18 April 2006 21:16:52 | |
