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Numerical solution of optimal control problems with convex control constraints
Numerical solution of optimal control problems with convex control constraints
Wachsmuth, Daniel
Inst. Mathematik
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.
