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Use of Augmented Lagrangian Methods for the Optimal Control of Obstacle Problems

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Abstract

We investigate optimal control problems governed by variational inequalities involving constraints on the control, and more precisely the example of the obstacle problem. In this paper, we discuss some augmented Lagrangian algorithms to compute the solution.

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Bergounioux, M. Use of Augmented Lagrangian Methods for the Optimal Control of Obstacle Problems. Journal of Optimization Theory and Applications 95, 101–126 (1997). https://doi.org/10.1023/A:1022635428708

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