Primal-dual interior-point methods for PDE-constrained optimization
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Publication:959983
DOI10.1007/S10107-007-0168-7zbMATH Open1171.90018OpenAlexW2039513266MaRDI QIDQ959983FDOQ959983
Authors: 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
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global convergenceoptimal controlsuperlinear convergenceprimal-dual interior point methodscontrol constraintsPDE-constraints
Numerical optimization and variational techniques (65K10) Interior-point methods (90C51) Newton-type methods (49M15) Programming in abstract spaces (90C48)
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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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