A level set approach for the solution of a state-constrained optimal control problem (Q1882557)

The authors consider state constrained optimal control problems for linear elliptic partial differential equations of the type \[ \begin{gathered}\min J(y,u)= {1\over 2}\| y- y_d\|^2_{L^2(\Omega)}+ {\alpha\over 2} \| u\|^2_{L^2(\Omega)}\\ \text{subject to }\Delta y+ u= 0\quad\text{on }\Omega\quad\text{and }y\leq\psi\quad\text{on }\Omega.\end{gathered} \] Analyzing the corresponding first-order optimality conditions an algorithm is given which is based on the level set methodology. Numerical tests are given.