A path-following inexact Newton method for PDE-constrained optimal control in BV

被引:1
|
作者
Hafemeyer, D. [1 ]
Mannel, F. [2 ]
机构
[1] Tech Univ Munich, Dept Math, Lehrstuhl Optimalsteuerung, Boltzmannstr 3, D-85748 Garching, Germany
[2] Karl Franzens Univ Graz, Inst Math & Sci Comp, Heinrichstr 36, A-8010 Graz, Austria
关键词
Optimal control; Partial differential equations; TV seminorm; Functions of bounded variation; Path-following Newton method; SEMILINEAR ELLIPTIC-EQUATIONS; INTERIOR-POINT METHOD; BOUNDED VARIATION; MEASURE-SPACES; OPTIMIZATION; CONVERGENCE; REGULARIZATION; APPROXIMATION; ALGORITHM;
D O I
10.1007/s10589-022-00370-2
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We study a PDE-constrained optimal control problem that involves functions of bounded variation as controls and includes the TV seminorm of the control in the objective. We apply a path-following inexact Newton method to the problems that arise from smoothing the TV seminorm and adding an H-1 regularization. We prove in an infinite-dimensional setting that, first, the solutions of these auxiliary problems converge to the solution of the original problem and, second, that an inexact Newton method enjoys fast local convergence when applied to a reformulation of the auxiliary optimality systems in which the control appears as implicit function of the adjoint state. We show convergence of a Finite Element approximation, provide a globalized preconditioned inexact Newton method as solver for the discretized auxiliary problems, and embed it into an inexact path-following scheme. We construct a two-dimensional test problem with fully explicit solution and present numerical results to illustrate the accuracy and robustness of the approach.
引用
收藏
页码:753 / 794
页数:42
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