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Primal-Dual Strategy for State-Constrained Optimal Control Problems

Abstract : State constrained optimal control problems represent severe analytical and numerical challenges. A numerical algorithm based on an active set strategy involving primal as well as dual variables, suggested by a generalized Moreau-Yosida regularization of the state constraint is proposed and analyzed. Numerical examples are included.
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Contributor : Maïtine Bergounioux <>
Submitted on : Friday, March 31, 2006 - 11:13:48 AM
Last modification on : Thursday, May 3, 2018 - 3:32:06 PM


  • HAL Id : hal-00022023, version 1



Maïtine Bergounioux, Karl Kunisch. Primal-Dual Strategy for State-Constrained Optimal Control Problems. Computational Optimization and Applications, Springer Verlag, 2002, 22, pp 193-224. ⟨hal-00022023⟩



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