Analysis of convergence for control problems governed by evolution equations inequality and equality constraints with multipliers imbedded

Abstract

The convergence of a scheme to minimize a class of a system of continuous optimal control problems characterized by a system of evolution equations and a system of linear inequality and equality constraints with multiplier imbedding is considered. The result is applied to some problems and the scheme is found to exhibit geometric convergence.

Key Words: Evolution equations, multiplier imbedding, constraints, geometric convergence.

Ife Journal of Science Vol.6(1) 2004: 63-73