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Superlinear convergence of the control reduced interior point method for PDE constrained optimization

Title data

Schiela, Anton ; Weiser, Martin:
Superlinear convergence of the control reduced interior point method for PDE constrained optimization.
In: Computational Optimization and Applications. Vol. 39 (2008) Issue 3 . - pp. 369-393.
ISSN 0926-6003
DOI: https://doi.org/10.1007/s10589-007-9057-5

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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

A thorough convergence analysis of the Control Reduced Interior Point Method in function space is performed. This recently proposed method is a primal interior point pathfollowing scheme with the special feature that the control variable is eliminated from the optimality system. Apart from global linear convergence we show that this method converges locally superlinearly, if the optimal solution satisfies a certain non-degeneracy condition. In numerical experiments we observe that a prototype implementation of our method behaves as predicted by our theoretical results.

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 05-15.
Keywords: interior point methods in function space; optimal control
Subject classification: Mathematics Subject Classification Code: 49M15 (90C51)
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 10:09
Last Modified: 17 Mar 2015 10:09
URI: https://eref.uni-bayreuth.de/id/eprint/8105