Please use this identifier to cite or link to this item: http://dx.doi.org/10.14279/depositonce-14293
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Main Title: The convergence of an interior point method for an elliptic control problem with mixed control-state constraints.
Author(s): Prüfert, Uwe
Tröltzsch, Fredi
Weiser, Martin
Type: Research Paper
URI: https://depositonce.tu-berlin.de/handle/11303/15520
http://dx.doi.org/10.14279/depositonce-14293
License: http://rightsstatements.org/vocab/InC/1.0/
Abstract: The paper addresses primal interior point method for state constrained PDE optimal control problems. By a Lavrentiev regularization, the state constraint is transformed to a mixed control-state constraint with bounded Lagrange multiplier. Existence and convergence of the central path are established, and linear convergence of a short-step pathfollowing method is shown. The behaviour of the regularizations are demonstrated by numerical examples.
Subject(s): interior point methods in function space
optimal control
mixed control-state constraints
Lavrentiev regularization
Issue Date: 2-Nov-2004
Date Available: 17-Dec-2021
Language Code: en
DDC Class: 510 Mathematik
MSC 2000: 90C51 Interior-point methods
49J20 Optimal control problems involving partial differential equations
65M15 Error bounds
Series: Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin
Series Number: 2004, 36
ISSN: 2197-8085
TU Affiliation(s): Fak. 2 Mathematik und Naturwissenschaften » Inst. Mathematik
Appears in Collections:Technische Universität Berlin » Publications

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