Discretization of interior point methods for state constrained elliptic optimal control problems: optimal error estimates and parameter adjustment

Discretization of interior point methods for state constrained elliptic optimal control problems: optimal error estimates and parameter adjustment

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Article ID: iaor20114158
Volume: 48
Issue: 3
Start Page Number: 581
End Page Number: 600
Publication Date: Apr 2011
Journal: Computational Optimization and Applications
Authors: ,
Keywords: error analysis, interior point methods, relaxation methods
Abstract:

An adjustment scheme for the relaxation parameter of interior point approaches to the numerical solution of pointwise state constrained elliptic optimal control problems is introduced. The method is based on error estimates of an associated finite element discretization of the relaxed problems and optimally selects the relaxation parameter in dependence on the mesh size of discretization. The finite element analysis for the relaxed problems is carried out and a numerical example is presented which confirms our analytical findings.

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