Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4645709 | Applied Numerical Mathematics | 2009 | 14 Pages |
Abstract
We consider linear-quadratic problems of optimal control with an elliptic state equation and control constraints. For a discretization of the state equation by the method of Finite Differences and a piecewise approximation of the control we develop error estimates for the solution of the discrete problem and, based on the optimality conditions, we construct a new feasible control for which we derive error estimates of quadratic order.
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