Preconditioning PDE-constrained optimization with L^1-sparsity and control constraints
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Publication:1643259
Krylov subspace solverPDE-constrained optimizationpreconditioningsaddle point systemssemismooth Newton methodsparsity
PDEs in connection with control and optimization (35Q93) Optimality conditions for problems involving partial differential equations (49K20) Newton-type methods (49M15) Discrete approximations in optimal control (49M25) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Abstract: PDE-constrained optimization aims at finding optimal setups for partial differential equations so that relevant quantities are minimized. Including sparsity promoting terms in the formulation of such problems results in more practically relevant computed controls but adds more challenges to the numerical solution of these problems. The needed -terms as well as additional inclusion of box control constraints require the use of semismooth Newton methods. We propose robust preconditioners for different formulations of the Newton's equation. With the inclusion of a line-search strategy and an inexact approach for the solution of the linear systems, the resulting semismooth Newton's method is feasible for practical problems. Our results are underpinned by a theoretical analysis of the preconditioned matrix. Numerical experiments illustrate the robustness of the proposed scheme.
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