Error estimates for linear-quadratic control problems with control constraints

被引:53
|
作者
Rösch, A [1 ]
机构
[1] Austrian Acad Sci, RICAM, A-4040 Linz, Austria
来源
OPTIMIZATION METHODS & SOFTWARE | 2006年 / 21卷 / 01期
关键词
linear-quadratic optimal control problems; error estimates; numerical approximation; control constraints;
D O I
10.1080/10556780500094945
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
An abstract linear-quadratic optimal control problem with pointwise control constraints is investigated. This article is concerned with the discretization of the control by piecewise linear functions. Under the assumption that the optimal control and the optimal adjoint state are Lipschitz continuous and piecewise of class C(2), an approximation of order h(3/2), is proved for the solution of the control discretized problem with respect to the solution of the continuous one. The theoretical results are illustrated by numerical tests.
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页码:121 / 134
页数:14
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