TITLE:
Iterative Solution of Mesh Constrained Optimal Control Problems with Two-Level Mesh Approximations of Parabolic State Equation
AUTHORS:
A. Lapin, E. Laitinen
KEYWORDS:
Parabolic Optimal Control, State Constraints, Finite Difference Method, Constrained Saddle Point Problem, Iterative Method
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.6 No.1,
January
5,
2018
ABSTRACT: We consider a linear-quadratical optimal control problem of a system governed by parabolic equation with distributed in right-hand side control and control and state constraints. We construct a mesh approximation of this problem using different two-level approximations of the state equation, ADI and fractional steps approximations in time among others. Iterative solution methods are investigated for all constructed approximations of the optimal control problem. Their implementation can be carried out in parallel manner.