Barrier Methods for Optimal Control Problems with State Constraints
Anton Schiela · SIAM Journal on Optimization · 2009
We study barrier methods for state constrained optimal control problems with PDEs. The focus of our analysis is the path of minimizers of the barrier subproblems with the aim to provide a solid theoretical basis for function space oriented path-following algorithms. We establish results on existence, continuity, and convergence of this path. Moreover, we consider the structure of barrier subdifferentials, which play the role of dual variables.