Convergence of the Control Reduced Interior Point Method for PDE Constrained Optimal Control with State Constraints

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Schiela, Anton:
Convergence of the Control Reduced Interior Point Method for PDE Constrained Optimal Control with State Constraints.
Konrad-Zuse-Zentrum für Informationstechnik Berlin
Berlin , 2006 . - (ZIB-Report ; 06-16 )

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Abstract

We propose a variant of the control reduced interior point method for the solution of state constrained problems. We show convergence of the corresponding interior point pathfollowing algorithm in function space. Morever, we provide error bounds for the iterates.