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

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DOI: 10.4236/jamp.2018.61007    774 Downloads   1,611 Views  Citations
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ABSTRACT

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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Lapin, A. and Laitinen, E. (2018) Iterative Solution of Mesh Constrained Optimal Control Problems with Two-Level Mesh Approximations of Parabolic State Equation. Journal of Applied Mathematics and Physics, 6, 58-68. doi: 10.4236/jamp.2018.61007.

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