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Preprint 2-2006

A continuation method for solving state constrained optimal control problems based on a Lavrentiev type regularization

Source file is available as :   Portable Document Format (PDF)

Author(s) : Irwin Yousept

Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 2-2006

MSC 2000

49K20 Problems involving partial differential equations
65K10 Optimization and variational techniques

ZDM : N40

Abstract :
In this paper we carry out a further investigation of a Lavrentiev type regularization applied to state constrained optimal control problems. Under appropriate assumptions, the solution of the regularized problem converges to that of the original problem as the regularization parameter tends to zero. Based on this result, we construct a continuation method, whose significant result is the reduction of the iteration number.

Keywords : 49K20, 49M05, 65K10

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