MULTILEVEL ALGORITHMS FOR CONSTRAINED COMPACT FIXED-POINT PROBLEMS

被引:30
|
作者
KELLEY, CT [1 ]
SACHS, EW [1 ]
机构
[1] UNIV TRIER,FACHBEREICH MATH 4,W-5500 TRIER,GERMANY
来源
SIAM JOURNAL ON SCIENTIFIC COMPUTING | 1994年 / 15卷 / 03期
关键词
PROJECTED NEWTON METHOD; CONSTRAINT IDENTIFICATION; COLLECTIVE COMPACTNESS; PARABOLIC OPTIMAL CONTROL PROBLEMS;
D O I
10.1137/0915042
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper the authors extend the multilevel algorithm of Atkinson and Brakhage for compact fixed point problems and the projected Newton method of Bertsekas to create a fast multilevel algorithm for parabolic boundary control problems having bound constraints on the control. Results are extended from finite dimension on constraint identification. This approach permits both adaptive integration in time and inexact evaluation of the cost functional.
引用
收藏
页码:645 / 667
页数:23
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