A Mixed Finite Element Scheme for Optimal Control Problems with Pointwise State Constraints

Author: Gong Wei   Yan Ningning  

Publisher: Springer Publishing Company

ISSN: 0885-7474

Source: Journal of Scientific Computing, Vol.46, Iss.2, 2011-02, pp. : 182-203

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Abstract

In this paper, we propose a mixed variational scheme for optimal control problems with point-wise state constraints, the main idea is to reformulate the optimal control problems to a constrained minimization problem involving only the state, which is characterized by a fourth order variational inequality. Then mixed form based on this fourth order variational inequality is formulated and a direct numerical algorithm is proposed without the optimality conditions of underlying optimal control problems. The a priori and a posteriori error estimates are proved for the mixed finite element scheme. Numerical experiments confirm the efficiency of the new strategy.