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Extragradient-type method for optimal control problem with linear constraints and convex objective function

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Abstract

The paper presents a method for solving optimal control problem with free right end and linear differential equations constraints. The proposed iterative process of extragradient-type is formulated in the functional subspace of piecewise continuous controls of L 2. The convergence of the method is proved.

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Authors and Affiliations

  1. CMC Faculty, Lomonosov Moscow State University, Leninskie Gory, 119991, Moscow, Russia

    Elena V. Khoroshilova

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  1. Elena V. Khoroshilova
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Correspondence to Elena V. Khoroshilova.

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Khoroshilova, E.V. Extragradient-type method for optimal control problem with linear constraints and convex objective function. Optim Lett 7, 1193–1214 (2013). https://doi.org/10.1007/s11590-012-0496-2

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  • DOI: https://doi.org/10.1007/s11590-012-0496-2

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