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An efficient preconditioning method for state box-constrained optimal control problems

SYSNO ASEP	0502961
Document Type	J - Journal Article
R&D Document Type	Journal Article
Subsidiary J	Článek ve WOS
Title	An efficient preconditioning method for state box-constrained optimal control problems
Author(s)	Axelsson, Owe (UGN-S)_RID Neytcheva, M. (SE) Ström, A. (SE)
Number of authors	3
Source Title	Journal of Numerical Mathematics. - : Walter de Gruyter - ISSN 1570-2820 Roč. 26, č. 4 (2018), s. 185-207
Number of pages	24 s.
Publication form	Online - E
Language	eng - English
Country	DE - Germany
Keywords	PDE-constrained optimization ; state-constrained problems ; two-by-two block preconditioning ; two-level semi-smooth Newton method
Subject RIV	BA - General Mathematics
OECD category	Applied mathematics
R&D Projects	LQ1602 GA MŠMT - Ministry of Education, Youth and Sports (MEYS)
Institutional support	UGN-S - RVO:68145535
UT WOS	000453257200002
EID SCOPUS	85056197916
DOI	10.1515/jnma-2017-0047
Annotation	An efficient preconditioning technique used earlier for two-by-two block matrix systems with square matrix blocks is shown to be applicable also for a state variable box-constrained optimal control problem. The problem is penalized by a standard regularization term for the control variable and for the box-constraint, using a Moreau-Yosida penalization method. It is shown that there occur very few nonlinear iteration steps and also few iterations to solve the arising linearized equations on the fine mesh. This holds for a wide range of the penalization and discretization parameters. The arising nonlinearity can be handled with a hybrid nonlinear-linear procedure that raises the computational efficiency of the overall solution method.
Workplace	Institute of Geonics
Contact	Lucie Gurková, lucie.gurkova@ugn.cas.cz, Tel.: 596 979 354
Year of Publishing	2019
Electronic address	https://www.degruyter.com/view/j/jnma.2018.26.issue-4/jnma-2017-0047/jnma-2017-0047.xml?format=INT

Number of the records: 1