Optimal control of partial differential equations with affine control constraints

Numerical solution of PDE optimal control problems involving affine pointwise control constraints is investigated. Optimality conditions are derived and a semi-smooth Newton method is presented. Global and local superlinear convergence of the method are obtained for linear problems. Differently from box constraints, in the case of general affine constraints a proper weighting of the control costs is essential for superlinear convergence of semi-smooth Newton methods. This is also demonstrated numerically by controlling the two-dimensional Stokes equations with different kinds of affine constraints.