Solving some optimal control problems using the barrier penalty function method (Q1187560): Difference between revisions

In this paper a new approach to solve a two level optimization problem arising from an approximation by means of a finite element method applied to optimal control problems is presented. The problem considered is to find a minimum of a functional with respect to the control variables. The minimized functional depends on control variables and state variables. The latter result from the optimal solution of an auxiliary quadratic programming problem (QP). The main idea is to replace the QP problem by its dual and then apply the barrier penalty method to this dual QP problem or to the primal one if it is in an appropriate form. As a result a new approximating problem is obtained with some good properties. Furthermore, a method for finding an approximate solution of a penalized lower level problem is proposed. A result known from work on the Dirichlet-Signorini boundary value problem is applied. The numerical results presented in the paper show that the proposed method is practical.