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Preconditioning for active set and projected gradient methods as semi-smooth Newton methods for PDE-constrained optimization with control constraints

Abstract:

Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the control poses a significant additional challenge for optimization methods. In this paper we propose preconditioners for the saddle point problems that arise when a primal-dual active set method is used. We also show for this method that the same saddle point system can be derived when the method is considered as a semi-smooth New...

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Martin Stoll More by this author
A. J. Wathen More by this author
Publication date:
2009
URN:
uuid:ad7879a1-b22d-4d1a-b878-95cc46449850
Local pid:
oai:eprints.maths.ox.ac.uk:822

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