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Title
A sensitivity-based extrapolation technique for the numerical solution of state-constrained optimal control problems
AuthorHintermüller, Michael In der Gemeinsamen Normdatei der DNB nachschlagen ; Yousept, Irwin
Published in
ESAIM: Control, Optimisation and Calculus of Variations, Les Ulis, 2010, Vol. 16, Issue 3, page 503-522
PublishedEDP Sciences
LanguageEnglish
Document typeJournal Article
Keywords (EN)Extrapolation / mixed control-state constraints / PDE-constrained optimization / semismooth Newton algorithm / sensitivity / state constraints
ISSN1262-3377
URNurn:nbn:at:at-ubg:3-1116 Persistent Identifier (URN)
DOIdoi:10.1051/cocv/2009016 
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 The work is publicly available
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Abstract (English)

Sensitivity analysis (with respect to the regularization parameter) of the solution of a class of regularized state constrained optimal control problems is performed. The theoretical results are then used to establish an extrapolation-based numerical scheme for solving the regularized problem for vanishing regularization parameter. In this context, the extrapolation technique provides excellent initializations along the sequence of reducing regularization parameters. Finally, the favorable numerical behavior of the new method is demonstrated and a comparison to classical continuation methods is provided.

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