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Preconditioners for state constrained optimal control problems with Moreau-Yosida penalty function

Pearson, John W, Stoll, Martin, Wathen, Andrew J (2014) Preconditioners for state constrained optimal control problems with Moreau-Yosida penalty function. Numerical Linear Algebra with Applications, 21 (1). pp. 81-97. ISSN 1099-1506. (doi:10.1002/nla.1863) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. (Contact us about this Publication)
Official URL
http://dx.doi.org/10.1002/nla.1863

Abstract

Optimal control problems with partial differential equations as constraints play an important role in many applications. The inclusion of bound constraints for the state variable 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 with other approaches. In this paper, we develop robust preconditioners for the efficient solution of the Newton steps associated with the fast solution of the Moreau-Yosida regularized problem. Numerical results illustrate the efficiency of our approach.

Item Type: Article
DOI/Identification number: 10.1002/nla.1863
Uncontrolled keywords: state-constrained problems;PDE-constrained optimization;saddle point systems;preconditioning;Newton method;Krylov subspace solver
Subjects: Q Science > QA Mathematics (inc Computing science) > QA297 Numerical analysis
Q Science > QA Mathematics (inc Computing science) > QA377 Partial differential equations
Divisions: Faculties > Sciences > School of Mathematics Statistics and Actuarial Science > Applied Mathematics
Depositing User: John Pearson
Date Deposited: 30 Apr 2015 16:45 UTC
Last Modified: 29 May 2019 14:28 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/48157 (The current URI for this page, for reference purposes)
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