Preconditioning for partial differential equation constrained optimization with control constraints

DOI10.1002/nla.823zbMath1274.65189OpenAlexW1858013099WikidataQ115405314 ScholiaQ115405314MaRDI QIDQ4909728

Martin Stoll, Andrew J. Wathen

Publication date: 21 March 2013

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.823

zbMATH Keywords

optimal controlNewton's methodnumerical experimentsMoreau-Yosida regularizationPDE-constrained optimizationprimal-dual active set methodspreconditioned Krylov subspace methodssaddle-point systems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Iterative numerical methods for linear systems (65F10) Existence theories for optimal control problems involving partial differential equations (49J20)

Related Items (22)

Optimal Dirichlet control of partial differential equations on networks ⋮ Preconditioning of Active-Set Newton Methods for PDE-constrained Optimal Control Problems ⋮ Domain decomposition in time for PDE-constrained optimization ⋮ A Fast and Stable Preconditioned Iterative Method for Optimal Control Problem of Wave Equations ⋮ Multigrid preconditioning of linear systems for semi-smooth Newton methods applied to optimization problems constrained by smoothing operators ⋮ Preconditioning for PDE-constrained optimization with total variation regularization ⋮ Preconditioning of discrete state- and control-constrained optimal control convection-diffusion problems ⋮ Iterative solution methods for 3D controlled-source electromagnetic forward modelling of geophysical exploration scenarios ⋮ Superior properties of the PRESB preconditioner for operators on two-by-two block form with square blocks ⋮ Preconditioning for Allen-Cahn variational inequalities with non-local constraints ⋮ Adaptive discontinuous Galerkin approximation of optimal control problems governed by transient convection-diffusion equations ⋮ Implementing a Smooth Exact Penalty Function for General Constrained Nonlinear Optimization ⋮ Threshold incomplete factorization constraint preconditioners for saddle-point matrices ⋮ Preconditioned Solution of State Gradient Constrained Elliptic Optimal Control Problems ⋮ Preconditioners Based on “Parareal” Time-Domain Decomposition for Time-Dependent PDE-Constrained Optimization ⋮ Parameter-robust preconditioning for the optimal control of the wave equation ⋮ Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function ⋮ Efficient block preconditioners for integral constrained elliptic optimal control problems with finite element approximations ⋮ Application of the Alternating Direction Method of Multipliers to Control Constrained Parabolic Optimal Control Problems and Beyond ⋮ The numerical solution of forward and inverse Robin problems for Laplace's equation ⋮ A Primal-Dual Projection Algorithm for Efficient Constraint Preconditioning ⋮ An all-at-once approach for the optimal control of the unsteady Burgers equation

Uses Software

• deal.ii
• Trilinos
• KELLEY

Cites Work

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