Inexact interior-point method for PDE-constrained nonlinear optimization
finite dimensional approximationfull-waveform inversioninexact interior-point methodKKT-systemnonconvex programmingoptimal controlPDE-constrained optimizationpreconditioningseismic imaging
Existence theories for optimal control problems involving partial differential equations (49J20) Optimality conditions for problems involving partial differential equations (49K20) Numerical methods based on nonlinear programming (49M37) Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical solution to inverse problems in abstract spaces (65J22) Hydrology, hydrography, oceanography (86A05) Seismology (including tsunami modeling), earthquakes (86A15) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Interior-point methods (90C51) Applications of mathematical programming (90C90)
The paper deals with optimal control problems constrained by PDEs and nonlinear inequalities on the control variable. The control can appear as a source term in the PDE as well as parameter (boundary data, material coefficients or domain geometry). The problems are often ill-posed and difficult to solve. A numerical approximation of the mathematical model leads to a discrete, finite-dimensional optimization problem with equalities and inequalities for the parameters. The objective function is extended by a Tikhonov regularization term. Following a classical interior-point strategy, slack variables and a barrier term are introduced. The approximated problem is solved through a sequence of barrier subproblems. If the objective function and the constraints are sufficiently smooth, the limit of the solutions of the barrier subproblems satisfies first-order necessary optimality conditions for the finite dimensional problem. The solutions of the barrier subproblems are critical points of the corresponding Lagrange functions and satisfy the Karush-Kuhn-Tucker (KKT) conditions. Premultiplication leads to a primal-dual interior point method. At each Newton step, a very large but sparse linear system is to solve. The authors propose a Schur-complement slack control preconditioning to achieve high parallel scalability. The method solves the KKT-system inexactly. To demonstrate the effectiveness of the method, four PDE-constrained optimization problems are studied.
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