Augmented Lagrangian method for distributed optimal control problems with state constraints |
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Authors: | M Bergounioux |
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Institution: | (1) Département de Mathématiques et d'Informatique, Université d'Orléans, Orléans, France |
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Abstract: | We consider state-constrained optimal control problems governed by elliptic equations. Doing Slater-like assumptions, we know that Lagrange multipliers exist for such problems, and we propose a decoupled augmented Lagrangian method. We present the algorithm with a simple example of a distributed control problem. |
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Keywords: | Optimal control Lagrange multipliers augmented Lagrangians |
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