Abstract
State constrained optimal control problems represent severe analytical and numerical challenges. A numerical algorithm based on an active set strategy involving primal as well as dual variables, suggested by a generalized Moreau-Yosida regularization of the state constraint is proposed and analyzed. Numerical examples are included.
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Bergounioux, M., Kunisch, K. Primal-Dual Strategy for State-Constrained Optimal Control Problems. Computational Optimization and Applications 22, 193–224 (2002). https://doi.org/10.1023/A:1015489608037
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DOI: https://doi.org/10.1023/A:1015489608037