Iterative Method for Solving Parabolic Linear-Quadratic Optimal Control Problem with Constraints on the Time Derivative of the State


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Abstract

We consider a linear-quadratic optimal control problem of a system governed by parabolic equation with distributed in right-hand side control and control in Neumann boundary condition. Pointwise constraints for control functions and for time derivative of the state function are imposed. We construct a mesh approximation of this problem using two different approximations of the objective functional. Iterative solution methods are investigated for the constructed approximations of the optimal control problems. Numerical results confirm the effectiveness of the proposed methods.

About the authors

A. V. Lapin

Institute of Computational Mathematics and Information Technologies; Coordinated Innovation Center for Computable Modeling in Management Science Tianjin University of Finance and Economics

Author for correspondence.
Email: avlapine@mail.ru
Russian Federation, Kremlevskaya ul. 18, Kazan, Tatarstan, 420008; Tianjin, 300222

A. D. Romanenko

Institute of Computational Mathematics and Information Technologies

Email: avlapine@mail.ru
Russian Federation, Kremlevskaya ul. 18, Kazan, Tatarstan, 420008


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