Error estimates for the solution of a control constrained Optimal Control Problem with interior penalties

Alvarez, F.; Bolte, J; Bonnans J.F.; Silva, F. J.

Keywords: solutions, constraints, optimization, bounds, error, control, theorem, analysis, function, penalty, implicit, problems, problem, solution, Linear, estimates, Optimal, constrained, Quadratic, Logarithmic, Parameterized

Abstract

We consider a control constrained Linear Quadratic Optimal Control Problem and a general interior penalty, including the logarithmic penalty, parameterized by ? < 0. The purpose of this work is to find an error estimate for the diérence between the optimal control solution u0 of the penalized problem and the optimal solution u0 of the original problem. An application of the Implicit Function Theorem is not possible in this context. Although, we will be able to apply the so called Restoration Theorem to obtain the desired results.

Más información

Título de la Revista: IFAC Proceedings Volumes
Volumen: 7
Número: PART 1
Editorial: Elsevier
Fecha de publicación: 2009
Página de inicio: 120
Página final: 123
URL: http://www.scopus.com/inward/record.url?eid=2-s2.0-79960936768&partnerID=q2rCbXpz