Journal article
Explicit algorithms to solve a class of state constrained parabolic optimal control problems
Russian journal of numerical analysis and mathematical modelling, Vol.30(6), pp.351-362
12/01/2015
Handle:
https://hdl.handle.net/2376/114239
Abstract
We consider an optimal control problem of a system governed by a linear parabolic equation with the following features: control is distributed, observation is either distributed or final, there are constraints on the state function and on its time derivative. Iterative solution methods are proposed and investigated for the finite difference approximations of these optimal control problems. Due to explicit in time approximation of the state equation and the appropriate choice of the preconditioners in the iterative methods, the implementation of all constructed methods is carried out by explicit formulae. Computational experiments confirm the theoretical results.
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Details
- Title
- Explicit algorithms to solve a class of state constrained parabolic optimal control problems
- Creators
- Alexander Lapin - Kazan Federal University, Kazan 420008, RussiaErkki Laitinen - University of Oulu, Oulu 90014, FinlandSergey Lapin - Washington State University, Pullman 99164, WA, USA
- Publication Details
- Russian journal of numerical analysis and mathematical modelling, Vol.30(6), pp.351-362
- Academic Unit
- Mathematics and Statistics, Department of
- Publisher
- De Gruyter
- Number of pages
- 12
- Identifiers
- 99900548009401842
- Language
- English
- Resource Type
- Journal article