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Discretization of interior point methods for state constrained elliptic optimal control problems : optimal error estimates and parameter adjustment

Title data

Hinze, Michael ; Schiela, Anton:
Discretization of interior point methods for state constrained elliptic optimal control problems : optimal error estimates and parameter adjustment.
In: Computational Optimization and Applications. Vol. 48 (2011) Issue 3 . - pp. 581-600.
ISSN 0926-6003
DOI: https://doi.org/10.1007/s10589-009-9278-x

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Project information

Project title:
Project's official titleProject's id
DFG Research Center Matheon "Mathematics for key technologies"FZT 86

Project financing: Deutsche Forschungsgemeinschaft

Abstract in another language

An adjustment scheme for the relaxation parameter of interior point approaches to the numerical solution of pointwise state constrained elliptic optimal control problems is introduced. The method is based on error estimates of an associated finite element discretization of the relaxed problems and optimally selects the relaxation parameter in dependence on the mesh size of discretization. The finite element analysis for the relaxed problems is carried out and a numerical example is presented which confirms our analytical findings.

Further data

Item Type: Article in a journal
Refereed: Yes
Additional notes: A preliminary version is published at the Konrad-Zuse-Zentrum für Informationstechnik, Berlin as ZIB-Report 07-40 and at the DFG Priority Program 1253, Preprint-Number SPP1253-08-03.
Keywords: elliptic optimal control problem; error estimates; interior point method; pointwise state constraints
Subject classification: Mathematics Subject Classification Code: 49J20 (49K20)
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Professorship Applied Mathematics (Applied Mathematics) > Professorship Applied Mathematics (Applied Mathematics) - Univ.-Prof. Dr. Anton Schiela
Profile Fields > Advanced Fields > Nonlinear Dynamics
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Professorship Applied Mathematics (Applied Mathematics)
Profile Fields
Profile Fields > Advanced Fields
Result of work at the UBT: No
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 17 Mar 2015 09:46
Last Modified: 18 Mar 2015 10:33
URI: https://eref.uni-bayreuth.de/id/eprint/8053