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A new stopping criterion for iterative solvers for control optimal problems

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Języki publikacji
EN
Abstrakty
EN
Linear quadratic optimal control problems governed by PDEs with pointwise control constraints are considered. We derive error estimates for feasible and infeasible controls of the problem. Based on this theory an error estimator is constructed for different discretization schemes. Moreo ver, we establish the estimator as a stopping criterion for several optimization methods. Furthermore, additional errors caused by solving the linear systems are discussed. The theory is illustrated by numerical examples.
Rocznik
Strony
17--42
Opis fizyczny
Bibliogr. 19 poz., rys., tab.
Twórcy
autor
Bibliografia
  • [1] N. ARADA, E. CASAS and F. TROLTZSCH: Error estimates for a emilinear elliptic optimal control problem. Computional Optimization and Approximation, 23 (2002), 201-229.
  • [2] M. BERGOUNIOUX, K. ITO and K. KUNISCH: Primal-dual strategy for constrained optimal control problems. SIAM J. Control and Optimization, 37 (1999), 1176-1194.
  • [3] D. P. BERTSEKAS: Constrained optimization and Lagrange multiplier methods. (Computer Science and Applied Mathematics), New York, 1982.
  • [4] J. T. BETTS: Very low-thrust trajectory optimization using a direct S QP method. J. Computational and Applied Mathematics, 120(1-2), (2000), 27-40.
  • [5] H. G. BOCK, W. EGARTNER, W. KAPPIS and V. SCHULZ: Practical shape optimization for turbine and compressor blades by the use of PRSQP methods. Optimization and Engineering, 3(4), (2003), 395-414.
  • [6] R. FALK: Approximation of a class of optimal control problems with order of convergence estimates. J. Math. Anal. Appl., 44 (1973), 28-47.
  • [7] C. GEIGER and C. KANZOW: Theory and numerical algorithms for contranined optimization problems. (Theorie and Numerik restringierter Optimierungsaufgaben). Springer-Verlag, Berlin, 2002, (in German).
  • [8] T. GEVECI: On the approximation of the solution of an optimal control problem governed by an elliptic equation. R.A.I.R.O. Analyse numerique, 13 (1979), 313-328.
  • [9] C. GROSSMANN and A . A. KAPLAN: On the solution of discretized obstacle problems by an adapted penalty method. Computing, 35 (1985), 295-306.
  • [10] M. HINTERMULLER, K. ITO and K. KUNISCH: The primal-dual active set method as a semi-smooth Newton method. SIAM J. Optimization, 13 (2003), 865-888.
  • [11] M. HINTERMOLLER and M. ULBRICH: A mesh-independence result for semismooth newton methods. Mathematical Programming, 101(1), (2004), 151-184.
  • [12] M. HINZE: A variational discretization concept in control constrained optimization: The linearquadratic case. Computational Optimization and Applications, 30 (2005), 45-61.
  • [13] K. KUNISCH and A. ROSCH: Primal-dual active set strategy for a general class of constrained optimal control problems. SIAM J. Optimization, 13(2), (2002), 321-334.
  • [14] F. LEIBFRITZ and E .W. SACHS: Inexact SQP interior point methods and large scale optimal control problems. SIAM J. on Control and Optimization, 38(1), (1999), 272-293.
  • [15] K. MALANOWSKI: Convergence of approximations vs. regularity of solutions for convex, control-constrained optimal control problems. Appl. Math. Opt., 8 (1981), 69-95.
  • [16] C. MEYER and A. ROSCH: Superconvergence properties of optimal control problems. SIAM J. Control and Optimization, 43(3), (2004), 970-985.
  • [17] A. SCHIELA and M. WEISER: Function space interior point methods for pde constrained optimization. PAMM, 4 (2004), 43-46.
  • [18] F. TRÖLTZSCH: Optimal control of partial differentiable systems - Theory, methods and applications (Optimale Steuerung partieller Differentialgleichungen - Theorie, Verfahren and Anwendungen). Vieweg, Wiesbaden, 2005, (in German).
  • [19] M. ULBRICH: Semismooth Newton methods for operator equations in function spaces. SIAM J. Optim., 13 (2003), 805-842.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BSW3-0045-0002
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