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.