An Inexact Bundle Method and Subgradient Computations for Optimal Control of Deterministic and Stochastic Obstacle Problems

DOI10.1007/978-3-030-79393-7_19zbMath1505.49014MaRDI QIDQ5051790

Michael Ulbrich, Stefan Ulbrich, Anne-Therese Rauls, Lukas Hertlein

Publication date: 18 November 2022

Published in: International Series of Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-79393-7_19

zbMATH Keywords

optimal control; nonsmooth optimization; variational inequalities; generalized derivatives; obstacle problem; bundle method; stochastic obstacle problem

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C56: Derivative-free methods and methods using generalized derivatives

49K20: Optimality conditions for problems involving partial differential equations

49J40: Variational inequalities

49J52: Nonsmooth analysis

26A24: Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems