Author(s) :
Uwe Prüfert
,
Fredi Tröltzsch
,
Martin Weiser
Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 36-2004
MSC 2000
- 90C51 Interior-point methods
-
49J20 Optimal control problems involving partial differential equations
ZDM :
CR :
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.
Keywords :
interior point methods in function space, optimal control, mixed control-state constraints, Lavrentiev regularization