Iterative regularization of a method for solving optimal control problems

Iterative regularization of a method for solving optimal control problems

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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:
Abstract:

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.

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