The objective functional consists of a quadratic terminalpart and a quadratic regularization term. It is known, that an SQP method convergesquadratically to the optimal solution of the problem. To handle the quadratic optimalcontrol subproblems with high precision, very large scale mathematical programmingproblems have to be treated. The constrained problem is reduced to an unconstrainedone by a method due to Bertsekas. A multigrid approach developed by Hackbusch isapplied to solve the unconstrained problems.
Some numerical examples illustrate thebehaviour of the method.