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JOURNALS // Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki // Archive

Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 2010 Volume 152, Book 4, Pages 56–67 (Mi uzku884)

This article is cited in 2 papers

The solution of a state constrained optimal control problem by the right-hand side of an elliptic equation

A. V. Lapina, M. G. Khasanovb

a Kazan (Volga region) Federal University, The Faculty of Computer Science and Cybernetics
b N. G. Chebotarev Research Institute of Mathematics and Mechanics, Kazan (Volga region) Federal University

Abstract: The article deals with grid approximation of a state and control constrained optimal control problem by a finite element or finite difference method. The control function is the right hand side of a linear elliptic equation. The convergence of the iterative solution methods for the discrete problem is investigated both theoretically and numerically. The comparison of the numerical results for the different iterative methods is done.

Keywords: optimal control, constrained saddle point problems, finite element method, iterative method.

UDC: 519.6

Received: 16.06.2010



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