Infinite Penalization for Optimal Control Problems: An infinite-dimensional optimization method for constrained optimization problems |
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| Authors: | Martin Gugat Michael Herty |
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| Institution: | 1. Universität Erlangen-Nürnberg, Lehrstuhl 2 für Angewandte Mathematik, Martensstr. 3, 91058 Erlangen, GERMANY.;2. RWTH Aachen University, IGPM, Templergraben 55, 52074 Aachen, GERMANY. |
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| Abstract: | We present results on a method for infinite dimensional constrained optimization problems. In particular, we are interested in state constrained optimal control problems and discuss an algorithm based on penalization and smoothing. The algorithm contains update rules for the penalty and the smoothing parameter that depend on the constraint violation. Theoretical as well as numerical results are given. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim) |
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