by Walter Alt, Nils Bräutigam
Preprint series: 06-13, Reports on Numerical Mathematics
Preprint series: , Reports on Numerical Mathematics and Optimization
Abstract: We consider linear-quadratic problems of optimal control with an elliptic state equation and control constraints. For a discretization of the state equation by the method of Finite Differences and a piecewise approximation of the control we develop error estimates for the solution of the discrete problem and further, based on the optimality conditions, we construct a new feasible control for which we derive error estimates of quadratic order.
Keywords: Linear quadratic optimal control problems, elliptic equations, finite difference approximations, error estimates