Preconditioners for state constrained optimal control problems with Moreau-Yosida penalty function tube
Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the state poses a significant challenge for optimization methods. Our focus here is on the incorporation of the constraints via the Moreau-Yosida regulariz...
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| Format: | Journal article |
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2010
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| _version_ | 1826264744760180736 |
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| author | Stoll, M Wathen, A |
| author_facet | Stoll, M Wathen, A |
| author_sort | Stoll, M |
| collection | OXFORD |
| description | Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the state poses a significant challenge for optimization methods. Our focus here is on the incorporation of the constraints via the Moreau-Yosida regularization technique. This method has been studied recently and has proven to be advantageous compared to other approaches. In this paper we develop preconditioners for the efficient solution of the Newton steps associated with the fast solution of the Moreau-Yosida regularized problem. Numerical results illustrate the competitiveness of this approach. Copyright c 2000 John Wiley & Sons, Ltd. |
| first_indexed | 2024-03-06T20:12:46Z |
| format | Journal article |
| id | oxford-uuid:2b223ab4-39f6-49b0-b70b-676df27c6e45 |
| institution | University of Oxford |
| last_indexed | 2024-03-06T20:12:46Z |
| publishDate | 2010 |
| record_format | dspace |
| spelling | oxford-uuid:2b223ab4-39f6-49b0-b70b-676df27c6e452022-03-26T12:29:05ZPreconditioners for state constrained optimal control problems with Moreau-Yosida penalty function tubeJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:2b223ab4-39f6-49b0-b70b-676df27c6e45Mathematical Institute - ePrints2010Stoll, MWathen, AOptimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the state poses a significant challenge for optimization methods. Our focus here is on the incorporation of the constraints via the Moreau-Yosida regularization technique. This method has been studied recently and has proven to be advantageous compared to other approaches. In this paper we develop preconditioners for the efficient solution of the Newton steps associated with the fast solution of the Moreau-Yosida regularized problem. Numerical results illustrate the competitiveness of this approach. Copyright c 2000 John Wiley & Sons, Ltd. |
| spellingShingle | Stoll, M Wathen, A Preconditioners for state constrained optimal control problems with Moreau-Yosida penalty function tube |
| title | Preconditioners for state constrained optimal control problems
with Moreau-Yosida penalty function tube |
| title_full | Preconditioners for state constrained optimal control problems
with Moreau-Yosida penalty function tube |
| title_fullStr | Preconditioners for state constrained optimal control problems
with Moreau-Yosida penalty function tube |
| title_full_unstemmed | Preconditioners for state constrained optimal control problems
with Moreau-Yosida penalty function tube |
| title_short | Preconditioners for state constrained optimal control problems
with Moreau-Yosida penalty function tube |
| title_sort | preconditioners for state constrained optimal control problems with moreau yosida penalty function tube |
| work_keys_str_mv | AT stollm preconditionersforstateconstrainedoptimalcontrolproblemswithmoreauyosidapenaltyfunctiontube AT wathena preconditionersforstateconstrainedoptimalcontrolproblemswithmoreauyosidapenaltyfunctiontube |