Primal-Dual Strategy for State-Constrained Optimal Control Problems
نویسندگان
چکیده
State constrained optimal control problems represent severe analytical and numerical challenges. A numerical algorithm based on an active set strategy involving primal as well as dual variables, suggested by a generalized Moreau-Yosida regularization of the state constraint is proposed and analyzed. Numerical examples are included.
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ورودعنوان ژورنال:
- Comp. Opt. and Appl.
دوره 22 شماره
صفحات -
تاریخ انتشار 2002