Abstract
The purpose of this paper is a numerical study of some problems of optimal control with constraints on the control and the state. The basic idea is to use duality.
The application of duality to this kind of optimal control problem is developped from a theoretical point of view in a previous paper [13] to which the reader is refered.
Here we give a duality-penalty method and we show that this new method is more suitable than a classical gradient-penalty approach for solving such problems.
Similar content being viewed by others
Bibliographie
A. Brondsted, R. T. Rockafellar,On the subdifferentiability of convex functions, Proc. Am. Math. Soc., 16 (1965) 605–611.
J. Cea, R. Glowinski etJ. C. Nedelec,Minimisation de functionnelles non différen tiables, Lecture Notes in Math., Conference on Applications of Numerical Analysis (1971), Springer-Verlag, Berlin, Heidelberg, New York.
J. Cea,Optimisation, Théorie et Algorithmes (1971), Dunod, Paris.
Ky Fan,Sur un théorème minimax, C. R. A. S. Paris 259 (1964), 3925–3928.
J. L. Lions,Control Optimal de Systèmes gouvernés par des Equations aux Dériveés Partielles (1968), Dunod et Gauthier-Villars, Paris.
J. L. Lions, R. Tremolieres, R. Glowinski,Analyse Numérique des Inequations Variationnelles, Dunod, Gauthier-Villars, Paris, A paraitre.
J. L. Lions,Some aspects of the optimal control of distributed parameter systems, Regional Conf. Series in Applied Math, SIAM, (1972).
J. J. Moreau,Functionnelles convexes, Seminaire sur les équations aux dériveés partielles, Collège de France (1966–1967) Paris.
R. T. Rockafellar,Duality and stability in extremum problems involving convex functions, Pac. J. of Math., 21 (1967), 167–187.
R. Temam etEkeland Temam Analyse convexe et problèmes variationnels (1974), Dunod et Gauthier-Villars, Paris, Bruxelles, Montréal.
R. Temam,Sur un problème non linéaire lié aux équations de Maxwell, Actes du congrès d'analyse numérique (Rome 1972), Zanichelli et Academic Press.
R. Temam,Analyse numérique (1970), Presses Universitaires de France, Paris.
H. Zarantonello,Cours de troisième cycle. Fac. des Sciences de Paris (1974).
J. Mossino,An application of duality to distributed optimal control problems with constraints on the control and the state, J. of Math. Analysis and Appl., 50 (1975), 223–242.
Author information
Authors and Affiliations
Additional information
Ce travail est une partie de ma thése de Doctorat es-Sciences, qui sera soutenue à l'Université de Paris XI Orsay.
Rights and permissions
About this article
Cite this article
Mossino, J. Approximation numérique de problèmes de controle optimal avec contrainte sur le controle et sur l'état. Calcolo 13, 21–62 (1976). https://doi.org/10.1007/BF02575950
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF02575950