Numerical solution of optimal control problems with convex control constraints

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Author(s) : Daniel Wachsmuth

Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 31-2005

MSC 2000

49M05 Methods based on necessary conditions
26E25 Set-valued functions
49K20 Problems involving partial differential equations

Abstract :
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.

Keywords : Optimal control, convex control constraints, set-valued mappings, active-set strategy, Navier-Stokes equations.