Convergence of a feasible directions algorithm for a distributed optimal control problem of parabolic type with terminal inequality constraints. (English) Zbl 0569.49024
We consider a class of optimal control problems with control and terminal inequality constraints, where the system dynamic is governed by a linear second-order parabolic partial differential equation with first boundary condition. A feasible direction algorithm for solving this class of optimal control problems has already been obtained in the literature. The aim of this paper is to improve the convergence result by using a topology arising in the study of relaxed controls.
MSC:
| 90C99 | Mathematical programming |
| 35K20 | Initial-boundary value problems for second-order parabolic equations |
| 49K20 | Optimality conditions for problems involving partial differential equations |
| 49M20 | Numerical methods of relaxation type |
| 65K10 | Numerical optimization and variational techniques |
| 93B40 | Computational methods in systems theory (MSC2010) |
| 93C05 | Linear systems in control theory |
| 93C20 | Control/observation systems governed by partial differential equations |
Keywords:
terminal inequality constraints; linear second-order parabolic partial differential equation; feasible direction algorithm; convergenceReferences:
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