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

Abstract:

Optimal control problems with partial differential equations as constraints play an important role in many applications. The inclusion of bound constraints for the state variable 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 with other approaches. In this paper, we develop robust preconditioners for...

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Publication status:
Published

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Publisher copy:
10.1002/nla.1863

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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Role:
Author
Journal:
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
Volume:
21
Issue:
1
Pages:
81-97
Publication date:
2014-01-01
DOI:
EISSN:
1099-1506
ISSN:
1070-5325
Source identifiers:
366927
Keywords:
Pubs id:
pubs:366927
UUID:
uuid:521b1a77-83a7-47d9-ad14-fad6623c22b3
Local pid:
pubs:366927
Deposit date:
2013-11-16

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