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.
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Communicated by R. Glowinski
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Bergounioux, M. Augmented Lagrangian method for distributed optimal control problems with state constraints. J Optim Theory Appl 78, 493–521 (1993). https://doi.org/10.1007/BF00939879
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DOI: https://doi.org/10.1007/BF00939879