@article{1025.49022,
author="Hinterm\"uller, Michael",
title="{A primal-dual active set algorithm for bilaterally control constrained
optimal control problems.}",
language="English",
journal="Q. Appl. Math. ",
volume="61",
number="1",
pages="131-160",
year="2003",
abstract="{Summary: A generalized Moreau-Yosida based primal-dual active set
algorithm for the solution of a representative class of bilaterally control
constrained optimal control problems with boundary control is developed. The
use of the generalized Moreau-Yosida approximation allows an efficient
identification of the active and inactive sets at each iteration level. The
method requires no step-size strategy and exhibits a finite termination
property for the discretized problem class. In infinite as well as in finite
dimensions a convergence analysis based on an augmented Lagrangian merit
function is given. In a series of numerical tests the efficiency of the new
algorithm is emphasized.}",
keywords="{primal-dual active set algorithm; optimal control; generalized
Moreau-Yosida approximation; augmented Lagrangian}",
classmath="{*49M37 (Methods of nonlinear programming type)
49M29 (Multiplier methods)
49J20 (Optimal control problems with PDE (existence))
}",
}