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Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 2016, Volume 158, Book 3, Pages 376–387
(Mi uzku1374)
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This article is cited in 2 scientific papers (total in 2 papers)
On the explicit scheme with variable time steps for solving the parabolic optimal control problem
A. D. Romanenko Kazan Federal University, Kazan, 420008 Russia
Abstract:
The paper deals with the optimal control problem, including the linear parabolic equation as a state problem. Pointwise constraints are imposed on the control function. The objective functional involves the observation function in the entire space-time domain. The optimal control problem is approximated by a finite dimensional problem with mesh approximation of the state equation by the explicit (forward Euler) mesh scheme with variable time steps. The existence of unique solutions for the continuous and mesh optimal control problems is proved. The Uzawa-type iterative method is used for solving the finite dimensional optimal control problem. The results of numerical experiments are presented.
Keywords:
optimal control, constraint on control, variable step, iterative method.
Received: 10.05.2016
Citation:
A. D. Romanenko, “On the explicit scheme with variable time steps for solving the parabolic optimal control problem”, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 158, no. 3, Kazan University, Kazan, 2016, 376–387
Linking options:
https://www.mathnet.ru/eng/uzku1374 https://www.mathnet.ru/eng/uzku/v158/i3/p376
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Abstract page: | 311 | Full-text PDF : | 115 | References: | 28 |
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