An ADMM numerical approach to linear parabolic state constrained optimal control problems
Roland Glowinski, Yongcun Song, Xiaoming Yuan
Topics & Concepts
MathematicsLagrange multiplierOptimal controlRegularization (linguistics)Parabolic partial differential equationErgodic theoryConvergence (economics)Applied mathematicsMathematical optimizationNumerical analysisMultiplier (economics)Partial differential equationMathematical analysisComputer scienceEconomicsArtificial intelligenceMacroeconomicsEconomic growthAdvanced Numerical Methods in Computational MathematicsNumerical methods in inverse problemsDifferential Equations and Numerical Methods