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

Title data

Schiela, Anton ; Wollner, Winnifried:
Barrier Methods for Optimal Control Problems with Convex Nonlinear Gradient State Constraints.
In: SIAM Journal on Optimization. Vol. 21 (2011) Issue 1 . - pp. 269-286.
ISSN 1052-6234
DOI: https://doi.org/10.1137/080742154

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Project information

Project title:
Project's official titleProject's id
DFG Research Center Matheon "Mathematics for key technologies"FZT 86

Project financing: Deutsche Forschungsgemeinschaft

Abstract in another language

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.

Further data

Item Type: Article in a journal
Refereed: Yes
Additional notes: A preliminary version is published under the title "Barrier Methods for Optimal Control Problems with Convex Nonlinear Gradient Constraints" at the Konrad-Zuse-Zentrum für Informationstechnik, Berlin as ZIB-Report 08-47.
Keywords: interior point method; necessary optimality conditions; convergence of the central path; gradient constrained optimization
Subject classification: Mathematics Subject Classification Code: 90C51 (49M05)
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Professorship Applied Mathematics (Applied Mathematics) > Professorship Applied Mathematics (Applied Mathematics) - Univ.-Prof. Dr. Anton Schiela
Profile Fields > Advanced Fields > Nonlinear Dynamics
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Professorship Applied Mathematics (Applied Mathematics)
Profile Fields
Profile Fields > Advanced Fields
Result of work at the UBT: No
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 13 Mar 2015 08:34
Last Modified: 13 Mar 2015 08:34
URI: https://eref.uni-bayreuth.de/id/eprint/8045