The convergence of an interior point method for an elliptic control problem with mixed control-state constraints. (English) Zbl 1144.90511
Summary: The paper addresses a primal interior point method for state-constrained PDE optimal control problems in function space. By a Lavrentiev regularization, the state constraint is transformed to a mixed control-state constraint with bounded Lagrange multiplier. Existence and convergence of the central path are established, and linear convergence of a short-step pathfollowing method is shown. The behaviour of the method is demonstrated by numerical examples.
MSC:
| 90C51 | Interior-point methods |
Keywords:
Interior point method; Function space; Optimal control; Mixed control-state constraints; Lavrentiev regularizationReferences:
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