Primal-dual interior-point methods for PDE-constrained optimization (Q959983): Difference between revisions

This article investigates in detail a primal-dual interior-point method for solving PDE-constrained optimization problems. The authors begin with an introduction to the problem presenting an overview of the existing literature and a summary of the notation used. In the second section the problem class is outlined and a barrier problem is formulated, which is the first step towards studying interior-point methods. The third and fourth sections present a function space setting for this problem which is used throughout this paper as well as the derivation of the properties of the central path. This is followed by two further sections on the analysis of the primal-dual Newton system and the Hölder continuity of the central path. Several very useful theorems are presented in these sections. Sections 7, 8 and 9 present the details of the proposed primal-dual interior-point method and its analysis, including global linear convergence properties in a \(L^\infty\) and \(L^q\) setting. This lengthy article concludes with a section containing the results of numerical experimentation and a list of relevant references.