\(P_1\) finite element methods for an elliptic state-constrained distributed optimal control problem with Neumann boundary conditions (Q780010)

The convergence of two \(P_1\) finite element methods (FEM) is investigated for an elliptic state-constrained distributed optimal control problem with Neumann boundary conditions on general polygonal domains. The first \(P_1\) is the traditional FEM. For the second \(P_1\) FEM, systems matrices with mass lumping are readily available because the mass matrix is diagonal. Therefore, the discrete variational inequalities can be solved directly by a primal-dual active algorithm that converges superlinearly. Numerical results for optimal control problems with homogeneous ad inhomogeneous boundary conditions demonstrate the convergence and the performance of the two \(P_1\) FEMs. The discrete problem for the first \(P_1\) FEM is solved by using the MATLAB quadprog \(M\)-function, and for the second \(P_1\) FEM by a primal-dual active set algorithm.