On the Length of the Primal-Dual Path in Moreau-Yosida-based Path-following for State Constrained Optimal Control: Analysis and Numerics
Please always quote using this URN: urn:nbn:de:0297-zib-14071
- We derive a-priori estimates on the length of the primal-dual path that results from a Moreau-Yosida approximation of the feasible set for state constrained optimal control problems. These bounds depend on the regularity of the state and the dimension of the problem. Comparison with numerical results indicates that these bounds are sharp and are attained for the case of a single active point.
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| Author: | Anton Schiela, Michael Hintermüller |
|---|---|
| Document Type: | ZIB-Report |
| Tag: | PDE constrained optimization; path-following; state constraints |
| MSC-Classification: | 49-XX CALCULUS OF VARIATIONS AND OPTIMAL CONTROL; OPTIMIZATION [See also 34H05, 34K35, 65Kxx, 90Cxx, 93-XX] |
| Date of first Publication: | 2011/09/26 |
| Series (Serial Number): | ZIB-Report (11-37) |
| ISSN: | 1438-0064 |
| ZIB-Reportnumber: | 11-37 |
