Primal-dual interior-point methods for PDE-constrained optimization

DOI10.1007/S10107-007-0168-7zbMATH Open1171.90018OpenAlexW2039513266MaRDI QIDQ959983FDOQ959983

Michael Ulbrich, Stefan Ulbrich

Publication date: 16 December 2008

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-007-0168-7

zbMATH Keywords

global convergenceoptimal controlsuperlinear convergenceprimal-dual interior point methodscontrol constraintsPDE-constraints

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Interior-point methods (90C51) Newton-type methods (49M15) Programming in abstract spaces (90C48)

Cites Work

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Cited In (30)

• Title not available (Why is that?)
• Algorithms Based on Abs-Linearization for Non-smooth Optimization with PDE Constraints
• Preconditioners Based on “Parareal” Time-Domain Decomposition for Time-Dependent PDE-Constrained Optimization
• Strategies for time-dependent PDE control with inequality constraints using an integrated modeling and simulation environment
• Path-following for optimal control of stationary variational inequalities
• A PDE-constrained optimization approach for topology optimization of strained photonic devices
• Transformed Snapshot Interpolation with High Resolution Transforms
• Multigrid preconditioning of linear systems for semi-smooth Newton methods applied to optimization problems constrained by smoothing operators
• An interior point method designed for solving linear quadratic optimal control problems withhpfinite elements
• Title not available (Why is that?)
• Optimality Conditions (in Pontryagin Form)
• Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization
• Evolution differential inclusion with projection for solving constrained nonsmooth convex optimization in Hilbert space
• Computational algorithms for solving optimal control in linear elasticity
• On the implementation of a quasi-Newton interior-point method for PDE-constrained optimization using finite element discretizations
• Applications of one-shot methods in PDEs constrained shape optimization
• Analysis and an Interior-Point Approach for TV Image Reconstruction Problems on Smooth Surfaces
• A Survey on Optimal Control Problems with Differential-Algebraic Equations
• Several path-following methods for a class of gradient constrained variational inequalities
• Function space interior point methods for PDE constrained optimization
• Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems
• A control reduced primal interior point method for a class of control constrained optimal control problems
• An interior point algorithm with inexact step computation in function space for state constrained optimal control
• Generalized Nash Equilibrium Problems in Banach Spaces: Theory, Nikaido--Isoda-Based Path-Following Methods, and Applications
• Superlinear convergence of the control reduced interior point method for PDE constrained optimization
• An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures
• Preconditioners for Computing Multiple Solutions in Three-Dimensional Fluid Topology Optimization
• Computing Multiple Solutions of Topology Optimization Problems
• A Stabilized Sequential Quadratic Programming Method for Optimization Problems in Function Spaces
• Efficient uncertainty quantification of a fully nonlinear and dispersive water wave model with random inputs

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