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Computational algorithm for a distributed optimal control problem of parabolic type with terminal inequality constraints
Authors:Z. S. Wu  K. L. Teo
Affiliation:(1) Department of Mathematics, Zhongshan University, Guanchou, China;(2) School of Mathematics, University of New South Wales, Kensington, New South Wales, Australia
Abstract:A computational algorithm for optimal control problems with control and terminal inequality constraints involving first boundary-value problems of parabolic type is presented. The convergence properties are also studied.This work, which was partly supported by the Australian Research Grants Committee, was done during the period when Z. S. Wu was an Honorary Visiting Fellow in the School of Mathematics at the University of New South Wales, Australia.
Keywords:Parabolic differential equations  first boundary-value problems  optimal control problems with terminal inequality constraints  algorithms  convergence of algorithms
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