What is it about?
We consider a state constrained parabolic optimal control problem and construct its finite dimensional approximation by using explicit in time (forward Euler) method. This allows us to suggest quite effective, easily implementable iterative algorithms for the finite dimensional problem.
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Why is it important?
Easy implementation and possible parallelization of the algorithm.
Perspectives
State constrained optimal control problems (OCC) are challenging problems for numerical solution. Specifically, all iterative algorithms for parabolic OCC demand multiple solving parabolic equations and it is their most consuming part. We propose the algorithms which contain only explicit formulas (there is no solving any equation!)
Alexander V Lapin
KAZAN FEDERAL UNIERSITY
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This page is a summary of: Explicit algorithms to solve a class of state constrained parabolic optimal control problems, Russian Journal of Numerical Analysis and Mathematical Modelling, January 2015, De Gruyter,
DOI: 10.1515/rnam-2015-0032.
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