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A penalization scheme for the numerical solution of optimal control problems with control complementarity constraints
Author(s) -
Clason Christian,
Deng Yu,
Mehlitz Patrick,
Prüfert Uwe
Publication year - 2019
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.201900122
Subject(s) - complementarity (molecular biology) , complementarity theory , smoothness , mixed complementarity problem , penalty method , mathematical optimization , optimal control , mathematics , term (time) , scheme (mathematics) , computer science , mathematical analysis , nonlinear system , physics , genetics , quantum mechanics , biology
We suggest a simple penalty method for the numerical solution of optimal control problems with control complementarity constraints which is based on the famous Fischer–Burmeister function. The distinct advantage of this approach is the resulting smoothness of the penalty term and the unconstrainedness of the associated penalized surrogate problems. A numerical example from elliptic PDE control is presented as well.