Extragradient method for solving an optimal control problem with implicitly specified boundary conditions
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- 作者：A. S. Antipin ; L. A. Artem’eva…
- 关键词：optimal control problem ; Lagrange function ; saddle point ; extragradient method ; convergence
- 刊名：Computational Mathematics and Mathematical Physics
- 出版年：2017
- 出版时间：January 2017
- 年：2017
- 卷：57
- 期：1
- 页码：64-70
- 全文大小：
- 刊物类别：Mathematics and Statistics
- 刊物主题：Computational Mathematics and Numerical Analysis;
- 出版者：Pleiades Publishing
- ISSN：1555-6662
- 卷排序：57
文摘
An optimal control problem formulated as a system of linear ordinary differential equations with boundary conditions implicitly specified as a solution to a finite-dimensional minimization problem is considered. An extragradient method for solving this problem is proposed, and its convergence is studied.