An augmented Lagrange method for elliptic state constrained optimal control problems

Veronika Karl () and Daniel Wachsmuth ()
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Veronika Karl: University of Würzburg
Daniel Wachsmuth: University of Würzburg

Computational Optimization and Applications, 2018, vol. 69, issue 3, No 10, 857-880

Abstract: Abstract In the present work we apply an augmented Lagrange method to solve pointwise state constrained elliptic optimal control problems. We prove strong convergence of the primal variables as well as weak convergence of the adjoint states and weak-* convergence of the multipliers associated to the state constraint. In addition, we show that the sequence of generated penalty parameters is bounded only in exceptional situations, which is different from classical results in finite-dimensional optimization. In addition, numerical results are presented.

Keywords: Optimal control; State constraints; Augmented Lagrange method; 49M20; 65K10; 90C30 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10589-017-9965-y

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