Barrier Methods for Optimal Control Problems with Convex Nonlinear Gradient State Constraints

Titelangaben

Schiela, Anton ; Wollner, Winnifried:
Barrier Methods for Optimal Control Problems with Convex Nonlinear Gradient State Constraints.
In: SIAM Journal on Optimization. Bd. 21 (2011) Heft 1 . - S. 269-286.
ISSN 1095-7189
DOI: https://doi.org/10.1137/080742154

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Abstract

In this paper we are concerned with the application of interior point methods in function space to gradient constrained optimal control problems, governed by partial differential equations. We will derive existence of solutions together with first order optimality conditions. Afterwards we show continuity of the central path, together with convergence rates depending on the interior point parameter.