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A sharp regularization error estimate for bang‐bang solutions for an iterative Bregman regularization method for optimal control problems
Author(s) -
Pörner Frank
Publication year - 2016
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.201610382
Subject(s) - regularization (linguistics) , a priori and a posteriori , bregman divergence , mathematics , convergence (economics) , iterative method , mathematical optimization , optimal control , algorithm , computer science , artificial intelligence , philosophy , epistemology , economics , economic growth
In the present work, we present numerical results for an iterative method for solving an optimal control problem with inequality contraints. The method is based on generalized Bregman distances. Under a combination of a source condition and a regularity condition on the active sets convergence results are presented. Furthermore we show by numerical examples that the provided a‐priori estimate is sharp in the bang‐bang case. (© 2016 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)