Journal of Optimization Theory and Applications

, Volume 78, Issue 3, pp 493–521 | Cite as

Augmented Lagrangian method for distributed optimal control problems with state constraints

  • M. Bergounioux
Contributed Papers

Abstract

We consider state-constrained optimal control problems governed by elliptic equations. Doing Slater-like assumptions, we know that Lagrange multipliers exist for such problems, and we propose a decoupled augmented Lagrangian method. We present the algorithm with a simple example of a distributed control problem.

Key Words

Optimal control Lagrange multipliers augmented Lagrangians 

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Copyright information

© Plenum Publishing Corporation 1993

Authors and Affiliations

  • M. Bergounioux
    • 1
  1. 1.Département de Mathématiques et d'InformatiqueUniversité d'OrléansOrléansFrance

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