Article ID Journal Published Year Pages File Type
4645709 Applied Numerical Mathematics 2009 14 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Computational Mathematics