6533b824fe1ef96bd12812d2
RESEARCH PRODUCT
Solving some optimal control problems using the barrier penalty function method
Andrzej StachurskiPekka Neittaanmäkisubject
State variableMathematical optimizationOptimization problemControl variablePenalty methodBoundary value problemQuadratic programmingOptimal controlFinite element methodMathematicsdescription
In this paper we present a new approach to solve the two-level optimization problem arising from an approximation by means of the finite element method of optimal control problems governed by unilateral boundary value problems. The minimized functional depends on control variables and state variables x. The latter are the optimal solution of an auxiliary quadratic programming problem, whose parameters depend on u.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2005-10-05 |