The gradient projection method for solving an optimal control problem
Volume 24 / 1997
Applicationes Mathematicae 24 (1997), 141-147
DOI: 10.4064/am-24-2-141-147
Abstract
A gradient method for solving an optimal control problem described by a parabolic equation is considered. The gradient projection method is applied to solve the problem. The convergence of the projection algorithm is investigated.
