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: | Hinze Michael, Schiela Anton |
Keywords: | error analysis, interior point methods, relaxation methods |
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.