| Article ID: | iaor20011445 |
| Country: | United States |
| Volume: | 37 |
| Issue: | 4 |
| Start Page Number: | 1176 |
| End Page Number: | 1194 |
| Publication Date: | May 1999 |
| Journal: | SIAM Journal on Control and Optimization |
| Authors: | Ito K., Kunisch K., Bergounioux M. |
| Keywords: | duality, complementarity |
An algorithm for efficient solution of control constrained optimal control problems is proposed and analyzed. It is based on an active set strategy involving primal as well as dual variables. For discretized problems sufficient conditions for convergence in finitely many iterations are given. Numerical examples are given and the role of the strict complementarity condition is discussed.