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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 to other approaches. In this paper we develop robust preconditioners for th...

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John W. Pearson More by this author
Martin Stoll More by this author
A. J. Wathen More by this author
Publication date:
2012-03-05
URN:
uuid:7d2b38aa-6740-4627-930d-8b22302b79c9
Local pid:
oai:eprints.maths.ox.ac.uk:1499

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