Iterative method for solving parabolic linear-quadratic optimal control problem with constraints on the time derivative of the state (Q1992090)

In this paper the authors investigate a linear-quadratic optimal control problem governed by parabolic equations with distributed control in right-hand side and Neumann boundary control. The existence and uniqueness of the solution to the optimal control is proved. Backward Euler method combined with finite element method are used to solve the state equation. Iterative solution methods are developed to solve the discrete system. Numerical experiments are presented to verify the effectiveness of the proposed methods.