Some remarks on the numerical solution of bang-bang type optimal control problems |
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| Authors: | Uwe Mackenroth |
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| Institution: | Mathematisches Institut , der Universit?t Bayreuth , Universit?tsstraiβe 30, Bayreuth, Germany, D-8580 |
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| Abstract: | This paper is concerned with the numerical solution of optimal control problems for which each optimal control is bang-bang. Especially, the results apply to parabolic boundary control Problems. Starting from a sequence of feasible solutions converging to an optimal control u, a sequence of bang-bang controls converging to u is constructed. Bang-bang approximations of u are desirable for certain numerical reasons. Sequences of arbitrary feasible controls converging to u may be obtained by discretization or by a descent method. Numerical examples are also given. |
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| Keywords: | Optimal control parabolic partial differential equations first boundary conditions conditional gradient algorithm convergence relaxed control |
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