The shrinking projection method for solving variational inequality problems and fixed point problems in Banach spaces.
A Lagrange–Newton–SQP method is analyzed for the optimal control of the Burgers equation. Distributed controls are given, which are restricted by pointwise lower and upper bounds. The convergence of the method is proved in appropriate Banach spaces. This proof is based on a weak second-order sufficient optimality condition and the theory of Newton methods for generalized equations in Banach spaces. For the numerical realization a primal-dual active set strategy is applied. Numerical examples are...
A Lagrange–Newton–SQP method is analyzed for the optimal control of the Burgers equation. Distributed controls are given, which are restricted by pointwise lower and upper bounds. The convergence of the method is proved in appropriate Banach spaces. This proof is based on a weak second-order sufficient optimality condition and the theory of Newton methods for generalized equations in Banach spaces. For the numerical realization a primal-dual active set strategy is applied. Numerical examples are...
In the paper we investigate the regularity of the value function representing Hamilton–Jacobi equation: − Ut + H(t, x, U, − Ux) = 0 with a final condition: U(T,x) = g(x). Hamilton–Jacobi equation, in which the Hamiltonian H depends on the value of solution U, is represented by the value function with more complicated structure than the value function in Bolza problem. This function is described with the use of some class of Mayer problems related to the optimal control theory and the calculus of...