The convergence of an interior point method for an elliptic control problem with mixed control-state constraints |
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Authors: | Uwe Prüfert Fredi Tröltzsch Martin Weiser |
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Institution: | 1. Institut für Mathematik, Technische Universit?t Berlin, Stra?e des 17. Juni 136, 10623, Berlin, Germany 2. Konrad-Zuse-Zentrum für Informationstechnik Berlin, Takustra?e 7, 14195, Berlin-Dahlem, Germany
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Abstract: | The paper addresses a primal interior point method for state-constrained PDE optimal control problems in function space. By
a Lavrentiev regularization, the state constraint is transformed to a mixed control-state constraint with bounded Lagrange
multiplier. Existence and convergence of the central path are established, and linear convergence of a short-step pathfollowing
method is shown. The behaviour of the method is demonstrated by numerical examples.
Research supported by the DFG Research Center “Mathematics for key technologies” (Matheon) in Berlin. |
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Keywords: | Interior point method Function space Optimal control Mixed control-state constraints Lavrentiev regularization |
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