A Lagrange–Newton–SQP method is analyzed for the optimal control of the
Burgers equation. Distributed controls are given, which are restricted by
pointwise lower and upper bounds. The convergence of the method is proved in
appropriate Banach spaces. This proof is based on a weak second-order
sufficient optimality condition and the theory of Newton methods for
generalized equations in Banach spaces. For the numerical realization a
primal-dual active set strategy is applied. Numerical examples are included.
