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Primal-dual Strategy for Constrained Optimal Control Problems

Abstract : 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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https://hal.archives-ouvertes.fr/hal-00023011
Contributor : Maïtine Bergounioux <>
Submitted on : Tuesday, April 18, 2006 - 7:08:37 PM
Last modification on : Wednesday, August 21, 2019 - 10:38:02 AM
Long-term archiving on: : Saturday, April 3, 2010 - 11:13:35 PM

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Maïtine Bergounioux, Kazufumi Ito, Karl Kunisch. Primal-dual Strategy for Constrained Optimal Control Problems. SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 1999, 37, no 4, pp. 1176-1194. ⟨hal-00023011⟩

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