Use of Augmented Lagrangian Methods for the Optimal Control of Obstacle Problems

Maïtine Bergounioux (1)

1 MAPMO - Mathématiques - Analyse, Probabilités, Modélisation - Orléans

We investigate optimal control problems governed by variational inequalities involving constraints on the control, and more precisely the example of the obstacle problem. In this paper we discuss some augmented Lagrangian algorithms to compute the solution.

Mots clés: Optimal control; Lagrange multipliers; augmented Lagrangian; variational inequalities

Domaines: Optimisation et contrôle [math.OC]

Maïtine Bergounioux. Use of Augmented Lagrangian Methods for the Optimal Control of Obstacle Problems. Journal of Optimization Theory and Applications, 1997, 95, n°1, pp. 101-126. ⟨hal-00023023⟩