A FE-ADMM algorithm for Lavrentiev-regularized state-constrained elliptic control problem
From MaRDI portal
Abstract: In this paper, elliptic control problems with pointwise box constraints on the state is considered, where the corresponding Lagrange multipliers in general only represent regular Borel measure functions. To tackle this difficulty, the Lavrentiev regularization is employed to deal with the state constraints. To numerically discretize the resulted problem, since the weakness of variational discretization in numerical implementation, full piecewise linear finite element discretization is employed. Estimation of the error produced by regularization and discretization is done. The error order of full discretization is not inferior to that of variational discretization because of the Lavrentiev-regularization. Taking the discretization error into account, algorithms of high precision do not make much sense. Utilizing efficient first-order algorithms to solve discretized problems to moderate accuracy is sufficient. Then a heterogeneous alternating direction method of multipliers (hADMM) is proposed. Different from the classical ADMM, our hADMM adopts two different weighted norms in two subproblems respectively. Additionally, to get more accurate solution, a two-phase strategy is presented, in which the primal-dual active set (PDAS) method is used as a postprocessor of the hADMM. Numerical results not only verify error estimates but also show the efficiency of the hADMM and the two-phase strategy.
Recommendations
- An FE-inexact heterogeneous ADMM for elliptic optimal control problems with L^1-control cost
- An ADMM numerical approach to linear parabolic state constrained optimal control problems
- Lavrentiev-prox-regularization for optimal control of PDEs with state constraints
- Adaptive finite element methods for mixed control-state constrained optimal control problems for elliptic boundary value problems
- Variational discretization of Lavrentiev-regularized state constrained elliptic optimal control problems
- A Lagrange multiplier method for semilinear elliptic state constrained optimal control problems
- Adaptive finite element method for elliptic optimal control problems: convergence and optimality
- An alternating direction method of multipliers for optimal control problems constrained with elliptic equations
- A finite element method for an elliptic optimal control problem with integral state constraints
- Lavrentiev prox-regularization methods for optimal control problems with pointwise state constraints
Cites work
- L^ 2 estimates for the finite element method for the Dirichlet problem with singular data
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A mixed finite element scheme for optimal control problems with pointwise state constraints
- A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions
- A two-phase strategy for control constrained elliptic optimal control problems.
- A variational discretization concept in control constrained optimization: The linear-quadratic case
- An accelerated proximal gradient algorithm for nuclear norm regularized linear least squares problems
- An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming
- An inexact accelerated proximal gradient method for large scale linearly constrained convex SDP
- Augemented Lagrangian Techniques for Elliptic State Constrained Optimal Control Problems
- Boundary control of semilinear elliptic equations with discontinuous leading coefficients and unbounded controls
- Boundary Control of Semilinear Elliptic Equations with Pointwise State Constraints
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Feasible and Noninterior Path‐Following in Constrained Minimization with Low Multiplier Regularity
- Finite element error analysis for state-constrained optimal control of the Stokes equations
- Hankel matrix rank minimization with applications to system identification and realization
- scientific article; zbMATH DE number 4138299 (Why is no real title available?)
- scientific article; zbMATH DE number 3596197 (Why is no real title available?)
- Numerical Analysis of a Control and State Constrained Elliptic Control Problem with Piecewise Constant Control Approximations
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- On two numerical methods for state-constrained elliptic control problems
- Optimal control for an elliptic system with polygonal state constraints
- Optimal control of PDEs with regularized pointwise state constraints
- Optimization with PDE Constraints
- Path-following Methods for a Class of Constrained Minimization Problems in Function Space
- Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function.
- Preconditioning PDE-constrained optimization with \(L^1\)-sparsity and control constraints
- Primal-dual strategy for state-constrained optimal control problems
- Proximal schemes for parabolic optimal control problems with sparsity promoting cost functionals
- Quasi-Interpolation and A Posteriori Error Analysis in Finite Element Methods
- Realistic Eigenvalue Bounds for the Galerkin Mass Matrix
- Semi-smooth Newton methods for state-constrained optimal control problems
- Semismooth Newton Methods for Operator Equations in Function Spaces
- The convergence of an interior point method for an elliptic control problem with mixed control-state constraints
- The Primal-Dual Active Set Strategy as a Semismooth Newton Method
- Variational discretization of Lavrentiev-regularized state constrained elliptic optimal control problems
Cited in
(6)- An FE-inexact heterogeneous ADMM for elliptic optimal control problems with L^1-control cost
- A multi-level ADMM algorithm for elliptic PDE-constrained optimization problems
- An ADMM numerical approach to linear parabolic state constrained optimal control problems
- A two-phase strategy for control constrained elliptic optimal control problems.
- AONN: An Adjoint-Oriented Neural Network Method for All-At-Once Solutions of Parametric Optimal Control Problems
- Inexact primal-dual active set iteration for optimal distribution control of stationary heat or cold source
This page was built for publication: A FE-ADMM algorithm for Lavrentiev-regularized state-constrained elliptic control problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5107907)