Article ID: | iaor1990571 |
Country: | United Kingdom |
Volume: | 27 |
Start Page Number: | 1 |
End Page Number: | 7 |
Publication Date: | Feb 1987 |
Journal: | USSR Computational Mathematics and Mathematical Physics |
Authors: | Solodova S.V. . |
A method of iterative regularization of the algorithm of constrained convex optimization is proposed for optimal control problems for linear systems of partial differential equations. Provision is made for ‘fanning out’ the constraint equations at each iteration.