Title data
Hintermüller, Michael ; Schiela, Anton ; Wollner, Winnifried:
The length of the primaldual path in MoreauYosidabased pathfollowing methods for state constrained optimal control.
In: SIAM Journal on Optimization.
Vol. 24
(2014)
Issue 1
.
 pp. 108126.
ISSN 10957189
DOI: https://doi.org/10.1137/120866762
Official URL:
Project information
Project title: 
Project's official title  Project's id 

DFG Research Center Matheon "Mathematics for key technologies"  FZT 86 

Project financing: 
Deutsche Forschungsgemeinschaft

Abstract in another language
A priori estimates of the length of the primaldual path resulting from a MoreauYosida approximation of the feasible set for state constrained optimal control problems are derived. These bounds depend on the regularity of the state and the dimension of the problem. Numerical results indicate that the bounds are indeed sharp and are typically attained in cases where the active set consists of isolated active points. Further conditions on the multiplier approximation are identified which guarantee higher convergence rates for the feasibility violation due to the MoreauYosida approximation process. Numerical experiments show again that the results are sharp and accurately predict the convergence behavior.
Further data