We propose a new discontinuous Galerkin method based on [Y. Cheng and C.-W. Shu, J. Comput. Phys., 223 (2007), pp. 398–415] to solve a class of Hamilton–Jacobi equations that arises from optimal control problems. These equations are connected to front propagation problems or minimal time problems with nonisotropic dynamics. Several numerical experiments show the relevance of our method, in part...

The basic conjugate gradient method for unconstrained optimal control problems was proposed by Lasdon et al. in [1]. The penalty function approach to the solution of inequality constrained optimal control problems has been considered in [2] and the clipping-off technique that solves optimal control problems with magnitude constraint on the control inputs is described in [3, 4]. The proposed alg...

In this paper, a priori error estimates for space-time finite element discretizations of optimal control problems governed by semilinear parabolic PDEs and subject to pointwise control constraints are derived. We extend the approach from [23, 24], where linear-quadratic problems have been considered, discretizing the state equation by usual conforming finite elements in space and a discontinuou...

Quadratic programs obtained for optimal control problems of dynamic or discrete-time processes usually involve highly block structured Hessian and constraints matrices, to be exploited by efficient numerical methods. In interior point methods, this is elegantly achieved by the widespread availability of advanced sparse symmetric indefinite factorization codes. For active set methods, however, c...

we consider an approximation scheme using haar wavelets for solving a class of infinite horizon optimal control problems (ocp's) of nonlinear interconnected large-scale dynamic systems. a computational method based on haar wavelets in the time-domain is proposed for solving the optimal control problem. haar wavelets integral operational matrix and direct collocation method are utilized to ...