Non-commutative discretize-then-optimize algorithms for elliptic PDE-constrained optimal control problems
From MaRDI portal
discretize-then-optimizeelliptic optimal controlfinite difference methodoptimize-then-discretizePDE-constrained optimizationregularization
Existence theories for optimal control problems involving partial differential equations (49J20) Optimality conditions for problems involving partial differential equations (49K20) Discrete approximations in optimal control (49M25) Numerical optimization and variational techniques (65K10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)
Abstract: In this paper, we analyze the convergence of several discretize-then-optimize algorithms, based on either a second-order or a fourth-order finite difference discretization, for solving elliptic PDE-constrained optimization or optimal control problems. To ensure the convergence of a discretize-then-optimize algorithm, one well-accepted criterion is to choose or redesign the discretization scheme such that the resultant discretize-then-optimize algorithm commutes with the corresponding optimize-then-discretize algorithm. In other words, both types of algorithms would give rise to exactly the same discrete optimality system. However, such an approach is not trivial. In this work, by investigating a simple distributed elliptic optimal control problem, we first show that enforcing such a stringent condition of commutative property is only sufficient but not necessary for achieving the desired convergence. We then propose to add some suitable semi-norm penalty/regularization terms to recover the lost convergence due to the inconsistency caused by the loss of commutativity. Numerical experiments are carried out to verify our theoretical analysis and also validate the effectiveness of our proposed regularization techniques.
Recommendations
- An alternating direction method of multipliers for optimal control problems constrained with elliptic equations
- Optimal convergence of finite element approximation to an optimization problem with PDE constraint
- Finite-difference discretizations of quadratic control problems governed by ordinary elliptic differential equations
- Finite element method for constrained optimal control problems governed by nonlinear elliptic PDEs
- Adaptive finite element method for elliptic optimal control problems: convergence and optimality
Cites work
- A multigrid scheme for elliptic constrained optimal control problems
- A Multigrid Tutorial, Second Edition
- A note on the application of the matrix Riccati equation to the optimal control of distributed parameter systems
- A second order finite difference analog of the first biharmonic boundary value problem
- A unified framework for the numerical solution of optimal control problems using pseudospectral methods
- Accuracy and Convergence Properties of the Finite Difference Multigrid Solution of an Optimal Control Optimality System
- Advantages of Nonlinear-Programming-Based Methodologies for Inequality Path-Constrained Optimal Control Problems—A Numerical Study
- Algorithms for PDE-constrained optimization
- Compact finite difference schemes with spectral-like resolution
- Control of an Elliptic Problem with Pointwise State Constraints
- Crank--Nicolson schemes for optimal control problems with evolution equations
- Discretization of optimal control problems
- Exponential convergence of hp-finite element discretization of optimal boundary control problems with elliptic partial differential equations
- From finite differences to finite elements. A short history of numerical analysis of partial differential equations
- High Order Weighted Essentially Nonoscillatory Schemes for Convection Dominated Problems
- High-order discretization and multigrid solution of elliptic nonlinear constrained optimal control problems
- High-order Finite Difference and Finite Volume WENO Schemes and Discontinuous Galerkin Methods for CFD
- scientific article; zbMATH DE number 5719436 (Why is no real title available?)
- scientific article; zbMATH DE number 107890 (Why is no real title available?)
- scientific article; zbMATH DE number 635657 (Why is no real title available?)
- scientific article; zbMATH DE number 1561761 (Why is no real title available?)
- scientific article; zbMATH DE number 1565421 (Why is no real title available?)
- scientific article; zbMATH DE number 5238864 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- scientific article; zbMATH DE number 3322278 (Why is no real title available?)
- scientific article; zbMATH DE number 5180707 (Why is no real title available?)
- Investigation of commutative properties of discontinuous Galerkin methods in PDE constrained optimal control problems
- Local error estimates for SUPG solutions of advection-dominated elliptic linear-quadratic optimal control problems
- Mass Lumping for the Optimal Control of Elliptic Partial Differential Equations
- Mixed finite element methods and applications
- Multigrid Methods for PDE Optimization
- Numerical PDE-constrained optimization
- Optimal control of the convection-diffusion equation using stabilized finite element methods
- Optimization with PDE Constraints
- Parallel iterative methods for sparse linear systems
- Perspectives in Flow Control and Optimization
- Practical methods for optimal control using nonlinear programming
- Primal-Dual Strategy for Constrained Optimal Control Problems
- Runge-Kutta methods in optimal control and the transformed adjoint system
- Second-Order Runge--Kutta Approximations in Control Constrained Optimal Control
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Stability of finite element models for distributed-parameter optimization and topology design
Cited in
(19)- Investigation of commutative properties of discontinuous Galerkin methods in PDE constrained optimal control problems
- Adjoint DSMC for nonlinear Boltzmann equation constrained optimization
- A superconvergent hybridizable discontinuous Galerkin method for Dirichlet boundary control of elliptic PDEs
- Discretized scheme examining convergence and geometric ratio profiles for control problem constrained by evolution equation
- Reduced approach for stochastic optimal control problems
- Learning physics-based models from data: perspectives from inverse problems and model reduction
- BDF2 schemes for optimal parameter control problems governed by bilinear parabolic equations
- A numerical scheme for the optimal control of groundwater pollution
- Second-order time discretization for reaction coefficient estimation of bilinear parabolic optimization problem with Neumann boundary conditions
- JAX-FEM: a differentiable GPU-accelerated 3D finite element solver for automatic inverse design and mechanistic data science
- Suppressing instability in a Vlasov-Poisson system by an external electric field through constrained optimization
- Topology optimization of rarefied gas flows using an adjoint discrete velocity method
- Optimal actuator placement for control of vibrations induced by pedestrian-bridge interactions
- An efficient computational framework for data assimilation of fractional-order dynamical system with sparse observations
- Approximating volumetric shape gradients for shape optimization with curved boundaries constrained by parabolic PDEs
- Convergence analysis of variable-time-step BDF2/spectral approximations for optimal control problems governed by linear reaction-diffusion equations
- Reconstructing the kinetic chemotaxis kernel using macroscopic data: well-posedness and ill-posedness
- Low rank approximation method for perturbed linear systems with applications to elliptic type stochastic PDEs
- An inexact first-order descent method with general directions: theory and applications to DE-constrained optimization
This page was built for publication: Non-commutative discretize-then-optimize algorithms for elliptic PDE-constrained optimal control problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2315908)
