Author(s) :
Arnd Rösch
Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 740-2002
MSC 2000
- 49N10 Linear-quadratic problems
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49M05 Methods based on necessary conditions
-
65K10 Optimization and variational techniques
Abstract :
An abstract linear-quadratic optimal control problem is investigated
with pointwise control constraints. This paper is concerned in
discretization of the control by piecewise linear functions.
Under the assumption that the optimal control and the optimal adjoint
state is Lipschitz continuous and piecewise of class $C^2$ an
approximation of order $h^{3/2}$ is proved for the solution of
the control discretized problem with respect to the
solution of the continuous one.
Numerical tests are presented after the theoretical part.