Augmented Lagrangian Techniques for Ellipticstate Constrained Optimal Control
نویسنده
چکیده
We propose augmented Lagrangian methods to solve state and control constrained optimal control problems. The approachis based on the Lagrangianformulationof nonsmoothconvex optimization in Hilbert spaces developed in 6]. We investigate a linear optimal control problem with a boundary control function as in 1]. Both the equation and the constraints are augmented. The proposed methods are general and can be adapted to a much wider class of problems.
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