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
相关论文
共 50 条
  • [31] New Preconditioned Iteration Method Solving the Special Linear System from the PDE-Constrained Optimal Control Problem
    Li, Yan-Ran
    Shao, Xin-Hui
    Li, Shi-Yu
    [J]. MATHEMATICS, 2021, 9 (05) : 1 - 13
  • [32] Application of fuzzy systems on the numerical solution of the elliptic PDE-constrained optimal control problems
    Azizi, Masoomeh
    Amirfakhrian, Majid
    Araghi, Mohammad Ali Fariborzi
    [J]. COMPUTATIONAL METHODS FOR DIFFERENTIAL EQUATIONS, 2022, 10 (02): : 351 - 371
  • [33] PMHSS iteration method and preconditioners for Stokes control PDE-constrained optimization problems
    Cao, Shan-Mou
    Wang, Zeng-Qi
    [J]. NUMERICAL ALGORITHMS, 2021, 87 (01) : 365 - 380
  • [34] A sparse control approach to optimal sensor placement in PDE-constrained parameter estimation problems
    Neitzel, Ira
    Pieper, Konstantin
    Vexler, Boris
    Walter, Daniel
    [J]. NUMERISCHE MATHEMATIK, 2019, 143 (04) : 943 - 984
  • [35] A sparse control approach to optimal sensor placement in PDE-constrained parameter estimation problems
    Ira Neitzel
    Konstantin Pieper
    Boris Vexler
    Daniel Walter
    [J]. Numerische Mathematik, 2019, 143 : 943 - 984
  • [36] PDE-constrained LDDMM via geodesic shooting and inexact Gauss-Newton-Krylov optimization using the incremental adjoint Jacobi equations
    Hernandez, Monica
    [J]. PHYSICS IN MEDICINE AND BIOLOGY, 2019, 64 (02):
  • [37] One-shot methods in function space for PDE-constrained optimal control problems
    Kaland, L.
    De Los Reyes, J. C.
    Gauger, N. R.
    [J]. OPTIMIZATION METHODS & SOFTWARE, 2014, 29 (02): : 376 - 405
  • [38] A penalty method for PDE-constrained optimization in inverse problems
    van Leeuwen, T.
    Herrmann, F. J.
    [J]. INVERSE PROBLEMS, 2016, 32 (01)
  • [39] PMHSS iteration method and preconditioners for Stokes control PDE-constrained optimization problems
    Shan-Mou Cao
    Zeng-Qi Wang
    [J]. Numerical Algorithms, 2021, 87 : 365 - 380
  • [40] Quantitative stability analysis of optimal solutions in PDE-constrained optimization
    Brandes, Kerstin
    Griesse, Roland
    [J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2007, 206 (02) : 908 - 926