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Iterative Solution Methods for a Class of State and Control Constrained Optimal Control Problems
University of Oulu, Oulu, Finland
Kazan Federal University, Kazan, Russia
- 1 University of Oulu, Oulu, Finland
- 2 Kazan Federal University, Kazan, Russia
Applied Mathematics·Volume 03 (2012)·Pages 1862–1867·Published 12 December 2012·DOI10.4236/am.2012.312253
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Abstract
Iterative methods for solving discrete optimal control problems are constructed and investigated. These discrete problems arise when approximating by finite difference method or by finite element method the optimal control problems which contain a linear elliptic boundary value problem as a state equation, control in the righthand side of the equation or in the boundary conditions, and point-wise constraints for both state and control functions. The convergence of the constructed iterative methods is proved, the implementation problems are discussed, and the numerical comparison of the methods is executed.
KeywordsConstrained Optimal Control ProblemSaddle Point ProblemFinite Element MethodIterative Algorithm
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