KFU. Card publication. Explicit algorithms to solve a class of state constrained parabolic optimal control problems

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EXPLICIT ALGORITHMS TO SOLVE A CLASS OF STATE CONSTRAINED PARABOLIC OPTIMAL CONTROL PROBLEMS

Form of presentation

Articles in Russian journals and collections

Year of publication

2015

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Authors, employees of KFU

Lapin Aleksandr Vasilevich, author

Other authors

Laitinen Erkki Uhani, author

Bibliographic description in the original language

A.Lapin, E.Laitinen, S.Lapin. Explicit algorithms to solve a class of state constrained parabolic optimal control problems// Russian Journal of numerical analysis and mathematical modelling - 2015 - V.30, N0 6 - P. 351-362.

Annotation

We consider an optimal control problem of a system governed by a linear parabolic equation with the following features: control is dis-tributed, observation is either distributed or nal, there are constraints on the state function and on its time derivative. Iterative solution methods are proposed and investigated for the nite di erence ap-proximations of these optimal control problems. Due to explicit in time approximation of the state equation and the appropriate choice of the preconditioners in the iterative methods, the implementation of all constructed methods is carried out by explicit formulaes. Computational experiments con rm the theoretical results.

Keywords

optimal control, nite di erence method, constrained saddle point problem, iterative method

The name of the journal

Russian Journal of numerical analysis and mathematical modelling

On-line resource for training course

http://dspace.kpfu.ru/xmlui/bitstream/handle/net/34211/Lala.pdf?sequence=1&isAllowed=y

Please use this ID to quote from or refer to the card

https://repository.kpfu.ru/eng/?p_id=125802&p_lang=2

Resource files

File name	Size (MB)	Format
Lala.pdf	0,23	pdf	show / download

Full metadata record

Field DC	Value	Language
dc.contributor.author	Lapin Aleksandr Vasilevich	ru_RU
dc.contributor.author	Laitinen Erkki Uhani	ru_RU
dc.date.accessioned	2015-01-01T00:00:00Z	ru_RU
dc.date.available	2015-01-01T00:00:00Z	ru_RU
dc.date.issued	2015	ru_RU
dc.identifier.citation	A.Lapin, E.Laitinen, S.Lapin. Explicit algorithms to solve a class of state constrained parabolic optimal control problems// Russian Journal of numerical analysis and mathematical modelling - 2015 - V.30, N0 6 - P. 351-362.	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/eng/?p_id=125802&p_lang=2	ru_RU
dc.description.abstract	Russian Journal of numerical analysis and mathematical modelling	ru_RU
dc.description.abstract	We consider an optimal control problem of a system governed by a linear parabolic equation with the following features: control is dis-tributed, observation is either distributed or nal, there are constraints on the state function and on its time derivative. Iterative solution methods are proposed and investigated for the nite di erence ap-proximations of these optimal control problems. Due to explicit in time approximation of the state equation and the appropriate choice of the preconditioners in the iterative methods, the implementation of all constructed methods is carried out by explicit formulaes. Computational experiments con rm the theoretical results.	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	optimal control	ru_RU
dc.subject	nite di erence method	ru_RU
dc.subject	constrained saddle point problem	ru_RU
dc.subject	iterative method	ru_RU
dc.title	Explicit algorithms to solve a class of state constrained parabolic optimal control problems	ru_RU
dc.type	Articles in Russian journals and collections	ru_RU