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A new stopping criterion for iterative solvers for control optimal problems

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Krumbiegel K. , Rosch A.

tom Vol. 18, no. 1

17-42

Linear quadratic optimal control problems governed by PDEs with pointwise control constraints are considered. We derive error estimates for feasible and infeasible controls of the problem. Based on this theory an error estimator is constructed for different discretization schemes. Moreo ver, we establish the estimator as a stopping criterion for several optimization methods. Furthermore, additional errors caused by solving the linear systems are discussed. The theory is illustrated by numerical examples.

On the regularization error of state constrained Neumann control problems

100%

Krumbiegel K. , Rosch A.

Control and Cybernetics

2008

tom Vol. 37, no 2

369-392

A linear elliptic optimal control problem with point-wise state constraints in the interior of the domain is considered. Furthermore, the control is given on the boundary with associated constraints. An artificial distributed control is introduced in the cost functional, in the state equation and in the state constraints. Since there are no control constraints for the artificial control, efficient numerical methods can be easily established. Based on a possible violation of the pure pointwise state constraints, an error estimate for the regularization error is derived. The theoretical results are illustrated by numerical tests.