Solving elliptic control problems with interior point and SQP methods: Control and state constraints

DOI10.1016/S0377-0427(00)00309-5zbMath0959.65081MaRDI QIDQ1578854

Helmut Maurer, Hans D. Mittelmann

Publication date: 22 November 2000

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

optimal control; boundary control; semilinear elliptic equations; numerical examples; nonlinear programming; interior point method; distributed control; bang-bang controls

Mathematics Subject Classification ID

65K10: Numerical optimization and variational techniques

49M37: Numerical methods based on nonlinear programming

49J30: Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.)

49J20: Existence theories for optimal control problems involving partial differential equations

Related Items

Unnamed Item, A nonmonotone inexact Newton method, Global convergence of the Newton interior-point method for nonlinear programming, Some iterative methods for the solution of a symmetric indefinite KKT system, An inexact Newton method combined with Hestenes multipliers' scheme for the solution of Karush-Kuhn-Tucker systems, Inner solvers for interior point methods for large scale nonlinear programming

Uses Software

• BPMPD
• LANCELOT
• SNOPT
• AMPL
• MINOS
• Decision tree for optimization software

Cites Work

• A Modeling Language for Mathematical Programming
• Second-order analysis for control constrained optimal control problems of semilinear elliptic systems
• An interior-point algorithm for nonconvex nonlinear programming
• Optimization techniques for solving elliptic control problems with control and state constraints. I: Boundary control
• Second order sufficient optimality conditions for a nonlinear elliptic boundary control problem
• Optimal control for elliptic Volterra-Lotka type equations
• Boundary Control of Semilinear Elliptic Equations with Pointwise State Constraints
• Control of an Elliptic Problem with Pointwise State Constraints
• Optimal Control of Semilinear Multistate Systems with State Constraints
• Optimal Damping Control and Nonlinear Elliptic Systems
• Study of an Optimal Control Problem for Diffusive Nonlinear Elliptic Equations of Logistic Type
• Primal-Dual Strategy for Constrained Optimal Control Problems
• Augemented Lagrangian Techniques for Elliptic State Constrained Optimal Control Problems
• An Extension of Pontryagin’s Principle for State-Constrained Optimal Control of Semilinear Elliptic Equations and Variational Inequalities
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• Augmented Lagrangian-SQP-Methods in Hilbert Spaces and Application to Control in the Coefficients Problems
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