Iterative Solution of Mesh Constrained Optimal Control Problems with Two-Level Mesh Approximations of Parabolic State Equation | Zendy

А. В. Лапин | Zendy; Erkki K. Laitinen | Zendy

Open Access

Iterative Solution of Mesh Constrained Optimal Control Problems with Two-Level Mesh Approximations of Parabolic State Equation

Author(s) -

А. В. Лапин,

Erkki K. Laitinen

Publication year - 2018

Publication title -

journal of applied mathematics and physics

Language(s) - English

Resource type - Journals

eISSN - 2327-4379

pISSN - 2327-4352

DOI - 10.4236/jamp.2018.61007

Subject(s) - optimal control , approximations of π , mathematics , iterative method , state (computer science) , parabolic partial differential equation , construct (python library) , mathematical optimization , partial differential equation , mathematical analysis , computer science , algorithm , programming language

We consider a linear-quadratical optimal control problem of a system governed by parabolic equation with distributed in right-hand side control and control and state constraints. We construct a mesh approximation of this problem using different two-level approximations of the state equation, ADI and fractional steps approximations in time among others. Iterative solution methods are investigated for all constructed approximations of the optimal control problem. Their implementation can be carried out in parallel manner.

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