Semi-smooth Newton method for an optimal control problem with control and mixed control-state constraints
A class of optimal control problems for a linear parabolic partial differential equation with control and mixed control-state constraints is considered. For this problem, a projection formula is derived that is equivalent to the necessary optimality conditions. As a main result, the superlinear convergence of a semi-smooth Newton method is shown. Moreover, we show the numerical treatment and several numerical experiments.
semi-smooth newton method optimal control mixed control-state constraint optimality conditions nonlinear programming primal-dual active set strategy