Convergence of a conditional gradient algorithm for relaxed controls involving first boundary value problems of parabolic type
Kok Lay Teo · Numerical Functional Analysis and Optimization · 1983
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.