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On the structure of Lagrange multipliers for state-constrained optimal control problems
Authors:Maï  tine Bergounioux,Karl Kunisch,
Affiliation:a UMR-CNRS 6628, Université d'Orléans, UFR Sciences, B.P. 6759, F-45067, Orléans Cedex 2, France;b Institut für Mathematik, Universität Graz, A-8010, Graz, Austria
Abstract:State constrained optimal control problems represent severe analytical and numerical challenges. It is shown that under certain conditions on the active set the measure representing the Lagrange multiplier associated to the state constraint can be decomposed in a distributed part in L2 with support on the active set and a boundary measure concentrated on the interface between active and inactive sets.
Keywords:Optimal control   State constraints   Lagrange multipliers
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