Explicit algorithms to solve a class of state constrained parabolic optimal control problems

DOI10.1515/RNAM-2015-0032zbMath1329.49046OpenAlexW2567283058MaRDI QIDQ897224

A. V. Lapin, Serguei Lapin, Erkki K. Laitinen

Publication date: 17 December 2015

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam-2015-0032

zbMATH Keywords

optimal controlfinite difference methoditerative methodlinear parabolic equationconstrained saddle point problem

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25) Preconditioners for iterative methods (65F08)

Related Items (4)

Preconditioned Uzawa-type method for a state constrained parabolic optimal control problem with boundary control ⋮ Iterative method for solving parabolic linear-quadratic optimal control problem with constraints on the time derivative of the state ⋮ Uzawa-type iterative solution methods for constrained saddle point problems ⋮ Efficient iterative method for solving optimal control problem governed by diffusion equation with time fractional derivative

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