RUS  ENG
Full version
JOURNALS // Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki // Archive

Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 2012 Volume 154, Book 3, Pages 129–144 (Mi uzku1145)

This article is cited in 2 papers

Numerical Solution of an Optimal Control Problem Governed by a Linear Elliptic Equation with Non-Local State Constraints

D. G. Zalyalov, A. V. Lapin

Kazan (Volga Region) Federal University

Abstract: An elliptic optimal control problem with distributed control, pointwise control constraints and non-local state constraints has been considered. A mesh approximation of the problem has been constructed. The existence and uniqueness of the approximate solution have been established, and the convergence of the approximate solution to the exact one has been proved. The convergence of the two classes of iterative methods of solving the constructed mesh optimal control problem has been studied. The results of the numerical experiments have been compared. The dependence of the convergence rate upon the mesh size and the regularization parameter in the objective functional has been analyzed.

Keywords: linear elliptic equation, optimal control, finite difference approximation, iterative method.

UDC: 519.63+517.977.58

Received: 15.05.2012



© Steklov Math. Inst. of RAS, 2024