The smoothed-penalty algorithm for state constrained optimal control problems for partial differential equations

Gugat M, Herty M (2010)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2010

Journal

Optimization Methods & Software Taylor & Francis: STM, Behavioural Science and Public Health Titles / Taylor & Francis

Publisher: Taylor & Francis: STM, Behavioural Science and Public Health Titles / Taylor & Francis

Book Volume: 25

Pages Range: 573-599

Journal Issue: 4

URI: http://www.informaworld.com/smpp/content~db=all~content=a913030109?words=gugat

DOI: 10.1080/10556780903002750

Abstract

We present an algorithm for the solution of general inequality constrained optimization problems. The algorithm is based upon an exact penalty function that is approximated by a family of smooth functions. We present convergence results. As numerical examples we treat state constrained optimal control problems for elliptic partial differential equations. We compare the results with existing methods. © 2010 Taylor & Francis.

Authors with CRIS profile

Martin Gugat Lehrstuhl für Angewandte Mathematik

Involved external institutions

Rheinisch-Westfälische Technische Hochschule (RWTH) Aachen DE Germany (DE)

How to cite

APA:

Gugat, M., & Herty, M. (2010). The smoothed-penalty algorithm for state constrained optimal control problems for partial differential equations. Optimization Methods & Software, 25(4), 573-599. https://doi.org/10.1080/10556780903002750

MLA:

Gugat, Martin, and Michael Herty. "The smoothed-penalty algorithm for state constrained optimal control problems for partial differential equations." Optimization Methods & Software 25.4 (2010): 573-599.

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