Convergence of a conditional gradient algorithm for relaxed controls involving first boundary value problems of parabolic type

In this paper, we consider a class of optimal control problems involving linear first boundary value problems of parabolic type. A conditional gradient method is used to devise a computational algorithm for solving this class of problems. The convergence property of this algorithm is investigated by...

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Bibliographic Details
Published in:Numerical functional analysis and optimization Vol. 6; no. 4; pp. 457 - 491
Main Author: Teo, K. L.
Format: Journal Article
Language:English
Published: Philadelphia, PA Marcel Dekker, Inc 01.01.1983
Taylor & Francis
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ISSN:0163-0563, 1532-2467
Online Access:Get full text
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Summary:In this paper, we consider a class of optimal control problems involving linear first boundary value problems of parabolic type. A conditional gradient method is used to devise a computational algorithm for solving this class of problems. The convergence property of this algorithm is investigated by using a topology arising in the study of relaxed controls.
ISSN:0163-0563
1532-2467
DOI:10.1080/01630568308816177