6533b85dfe1ef96bd12bdcf3

RESEARCH PRODUCT

A variational inequality approach to constrained control problems for parabolic equations

Dan TibaPekka Neittaanmäki

subject

Mathematical optimizationControl and OptimizationApplied MathematicsVariational inequalityMathematicsofComputing_NUMERICALANALYSISPenalty methodState (functional analysis)Optimal controlControl (linguistics)Gradient methodParabolic partial differential equationMathematics

description

A distributed optimal control problem for parabolic systems with constraints in state is considered. The problem is transformed to control problem without constraints but for systems governed by parabolic variational inequalities. The new formulation presented enables the efficient use of a standard gradient method for numerically solving the problem in question. Comparison with a standard penalty method as well as numerical examples are given.

https://doi.org/10.1007/bf01448366