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Preconditioners for state constrained optimal control problems with Moreau-Yosida penalty function tube

Abstract:

Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the state poses a significant challenge for optimization methods. Our focus here is on the incorporation of the constraints via the Moreau-Yosida regularization technique. This method has been studied recently and has proven to be advantageous compared to other approaches. In this paper we develop preconditioners for the efficient solution of the New...

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A. J. Wathen More by this author
Publication date:
2010
URN:
uuid:2b223ab4-39f6-49b0-b70b-676df27c6e45
Local pid:
oai:eprints.maths.ox.ac.uk:1007

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