Mean Field Type Control with Congestion (II): An Augmented Lagrangian Method
نویسندگان
چکیده
منابع مشابه
Mean Field Type Control with Congestion (II): An Augmented Lagrangian Method
This work deals with a numerical method for solving a mean-field type control problem with congestion. It is the continuation of an article by the same authors, in which suitably defined weak solutions of the system of partial differential equations arising from the model were discussed and existence and uniqueness were proved. Here, the focus is put on numerical methods: a monotone finite diff...
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The theory of mean field type control aims at describing the behaviour of a large number of interacting agents using a common feedback. A type of problems that have recently raised a lot of interest concerns congestion effects. These problems model situations in which the cost of displacement of the agents increases in regions where the density is large (as, for instance, in crowd motion). We o...
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Sometimes, the feasible set of an optimization problem that one aims to solve using a Nonlinear Programming algorithm is empty. In this case, two characteristics of the algorithm are desirable. On the one hand, the algorithm should converge to a minimizer of some infeasibility measure. On the other hand, one may wish to find a point with minimal infeasibility for which some optimality condition...
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ژورنال
عنوان ژورنال: Applied Mathematics & Optimization
سال: 2016
ISSN: 0095-4616,1432-0606
DOI: 10.1007/s00245-016-9391-z