Augmented Lagrange method for optimal control problems of parabolic equation with state constraints
Optimization and Control
2024-12-02 v1 Numerical Analysis
Numerical Analysis
Abstract
The augmented Lagrange method is employed to address the optimal control problem involving pointwise state constraints in parabolic equations. The strong convergence of the primal variables and the weak convergence of the dual variables are rigorously established. The sub-problems arising in the algorithm are solved using the Method of Successive Approximations (MSA), derived from Pontryagin's principle. Numerical experiments are provided to validate the convergence of the proposed algorithm.
Cite
@article{arxiv.2411.18958,
title = {Augmented Lagrange method for optimal control problems of parabolic equation with state constraints},
author = {Weilong You and Fu Zhang},
journal= {arXiv preprint arXiv:2411.18958},
year = {2024}
}
Comments
26 pages, 3 figures