1999
DOI: 10.1137/s0363012997328609
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Primal-Dual Strategy for Constrained Optimal Control Problems

Abstract: An algorithm for efficient solution of control constrained optimal control problems is proposed and analyzed. It is based on an active set strategy involving primal as well as dual variables. For discretized problems sufficient conditions for convergence in finitely many iterations are given. Numerical examples are given and the role of strict complementarity condition is discussed.

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Cited by 268 publications
(269 citation statements)
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“…This algorithm is based on a generalized Moreau-Yosida approximation of the indicator function of the set U ad of admissible controls. For more details we refer to [3].…”
Section: A Primal-dual Active Set Algorithmmentioning
confidence: 99%
See 1 more Smart Citation
“…This algorithm is based on a generalized Moreau-Yosida approximation of the indicator function of the set U ad of admissible controls. For more details we refer to [3].…”
Section: A Primal-dual Active Set Algorithmmentioning
confidence: 99%
“…This is done by a primal-dual active set algorithm, which is based on a generalized Moreau-Yosida approximation of the indicator function of the admissible controls. The method was developed due to [3] and was extended in [9]. Let us also mention [12], where the primal-dual active set algorithm was applied to parabolic optimal control problems.…”
mentioning
confidence: 99%
“…The discretized contact problem was solved numerically using the Augmented Lagrangian algorithm described in [1,2]. …”
Section: Numerical Resultsmentioning
confidence: 99%
“…For the numerical approximation of solutions u of (P m ) we introduce a primaldual active set method or equivalently a semi-smooth Newton method [7,27]. Both are well known in the context of optimization with partial differential equations as constraints.…”
Section: Primal-dual Active Set Approachmentioning
confidence: 99%