Convergence of a feasible directions algorithm for a distributed optimal control problem of parabolic type with terminal inequality constraints

Abstract

In this paper, we consider a class of optimal control problems with control and terminal inequality constraints, where the system dynamics is governed by a linear second-order parabolic partial differential equation with first boundary condition. A feasible direction algorithm for solving this class of optimal control problems has already been obtained in the literature. The aim of this paper is to improve the convergence result by using a topology arising in the study of relaxed controls. © 1986 Plenum Publishing Corporation.