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A control reduced primal interior point method for a class of control constrained optimal control problems

Title data

Weiser, Martin ; Gänzler, Tobias ; Schiela, Anton:
A control reduced primal interior point method for a class of control constrained optimal control problems.
In: Computational Optimization and Applications. Vol. 41 (2008) Issue 1 . - pp. 127-145.
ISSN 0926-6003
DOI: https://doi.org/10.1007/s10589-007-9088-y

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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 primal interior point method for control constrained optimal control problems with PDE constraints is considered. Pointwise elimination of the control leads to a homotopy in the remaining state and dual variables, which is addressed by a short step pathfollowing method. The algorithm is applied to the continuous, infinite dimensional problem, where discretization is performed only in the innermost loop when solving linear equations. The a priori elimination of the least regular control permits to obtain the required accuracy with comparatively coarse meshes. Convergence of the method and discretization errors are studied, and the method is illustrated at two numerical examples.

Further data

Item Type: Article in a journal
Refereed: Yes
Additional notes: A preliminary version is published under the title "A control reduced primal interior point method for PDE constrained optimization" at the Konrad-Zuse-Zentrum für Informationstechnik, Berlin as ZIB-Report 04-38.
Awarded the COAP Best Paper Award 2008.
Keywords: interior point methods in function space; optimal control; finite elements; discretization error
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: 19 Mar 2015 09:20
Last Modified: 30 Apr 2015 14:47
URI: https://eref.uni-bayreuth.de/id/eprint/8536