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Numerical solution of optimal control problems with convex control constraints

Wachsmuth, Daniel

Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin

We study optimal control problems with vector-valued controls. As model problem serves the optimal distributed control of the instationary Navier-Stokes equations. In the article, we propose a solution strategy to solve optimal control problems with pointwise convex control constraints. It involves a SQP-like step with an imbedded active-set algorithm. The efficiency of that method is demonstrated in numerical examples and compared to the primal-dual active-set strategy for box-constraints.