Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization
DOI10.1007/s00211-017-0892-8zbMath1379.65042OpenAlexW2259982252WikidataQ44606564 ScholiaQ44606564MaRDI QIDQ1681794
John W. Pearson, Jacek Gondzio
Publication date: 24 November 2017
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00211-017-0892-8
numerical exampleNewton iterationinterior point methodsPDE-constrained optimizationquadratic programming problemsmatrix systemsPoisson control problempreconditioned iterative techniques
Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Newton-type methods (49M15) Control/observation systems governed by partial differential equations (93C20) Numerical methods based on nonlinear programming (49M37) Interior-point methods (90C51) Existence theories for optimal control problems involving partial differential equations (49J20) Preconditioners for iterative methods (65F08)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Interior point methods 25 years later
- Applying GMRES to the Helmholtz equation with shifted Laplacian preconditioning: What is the largest shift for which wavenumber-independent convergence is guaranteed?
- An aggregation-based algebraic multigrid method
- RMCP: relaxed mixed constraint preconditioners for saddle point linear systems arising in geomechanics
- A control reduced primal interior point method for a class of control constrained optimal control problems
- Chebyshev semi-iterative methods, successive overrelaxation iterative methods, and second order Richardson iterative methods. I, II
- A multigrid scheme for elliptic constrained optimal control problems
- Primal-dual interior-point methods for PDE-constrained optimization
- Chebyshev semi-iteration in preconditioning for problems including the mass matrix
- Solving elliptic control problems with interior point and SQP methods: Control and state constraints
- Fast iterative solvers for convection-diffusion control problems
- A Comparison of a Moreau--Yosida-Based Active Set Strategy and Interior Point Methods for Constrained Optimal Control Problems
- A Note on Preconditioning Nonsymmetric Matrices
- Null-Space Preconditioners for Saddle Point Systems
- A new approximation of the Schur complement in preconditioners for PDE-constrained optimization
- Convergence Analysis of an Inexact Feasible Interior Point Method for Convex Quadratic Programming
- Inexact Interior-Point Method for PDE-Constrained Nonlinear Optimization
- Multigrid Preconditioning of Linear Systems for Interior Point Methods Applied to a Class of Box-constrained Optimal Control Problems
- Why it is Difficult to Solve Helmholtz Problems with Classical Iterative Methods
- An Algebraic Multigrid Method with Guaranteed Convergence Rate
- Algorithms for PDE-constrained optimization
- Multilevel Algorithms for Large-Scale Interior Point Methods
- Aggregation-Based Algebraic Multigrid for Convection-Diffusion Equations
- Interior Point Methods in Function Space
- Numerical solution of saddle point problems
- Preconditioning of Active-Set Newton Methods for PDE-constrained Optimal Control Problems
- A Fast and Stable Preconditioned Iterative Method for Optimal Control Problem of Wave Equations
- Inexact Central Path Following Algorithms for Optimal Control Problems
- Lagrange Multiplier Approach to Variational Problems and Applications
- Optimization with PDE Constraints
- Multigrid Methods for PDE Optimization
- GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
- Realistic Eigenvalue Bounds for the Galerkin Mass Matrix
- A Preconditioned Iterative Method for Saddlepoint Problems
- Solution of Sparse Indefinite Systems of Linear Equations
- Multilevel Algorithms for Constrained Compact Fixed Point Problems
- Accuracy and Convergence Properties of the Finite Difference Multigrid Solution of an Optimal Control Optimality System
- A Note on Preconditioning for Indefinite Linear Systems
- Efficient iterative solvers for elliptic finite element problems on nonmatching grids
- Regularization-Robust Preconditioners for Time-Dependent PDE-Constrained Optimization Problems
- Operator Preconditioning for a Class of Inequality Constrained Optimal Control Problems
- IFISS: A Computational Laboratory for Investigating Incompressible Flow Problems