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.