Preconditioning for active set and projected gradient methods as semi-smooth Newton methods for PDE-constrained optimization with control constraints

Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the control poses a significant additional challenge for optimization methods. In this paper we propose preconditioners for the saddle poi...

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Bibliographic Details
Main Authors: Stoll, M, Wathen, A
Format: Journal article
Published: 2009