The semi-smooth Newton method for variationally discretized control constrained elliptic optimal control problems; implementation, convergence and globalization

摘要

Combining the numerical concept of variational discretization and semi-smooth Newton methods for the numerical solution of pde-constrained optimization with control constraints, we place special emphasis on the implementation and globalization of the numerical algorithm. We prove fast local convergence of a globalized algorithm and illustrate our analytical and algorithmical findings by numerical experiments.View full textDownload full textKeywordsvariational discretization, semi-smooth Newton method, primal-dual active set strategy, elliptic optimal control problem, control constraints, error estimates Mathematics Subject Classification (2010) 49J20, 49K20, 49M15Related var addthis_config = { ui_cobrand: "Taylor & Francis Online", services_compact: "citeulike,netvibes,twitter,technorati,delicious,linkedin,facebook,stumbleupon,digg,google,more", pubid: "ra-4dff56cd6bb1830b" }; Add to shortlist Link Permalink http://dx.doi.org/10.1080/10556788.2012.676046