Optimal control problems with control complementarity constraints
A special class of optimal control problems with complementarity constraints on the control functions is studied. It is shown that such problems possess optimal solutions whenever the underlying control space is a first-order Sobolev space. After deriving necessary optimality conditions of strong stationarity-type, a penalty method based on the Fischer-Burmeister function is suggested and its theoretical properties are analyzed. Finally, the numerical treatment of the problem is discussed and results of computational experiments are presented.
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