Optimal control problems with control complementarity constraints

Abstract

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.