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Operator preconditioning for a class of inequality constrained optimal control problems

Title data

Schiela, Anton ; Ulbrich, Stefan:
Operator preconditioning for a class of inequality constrained optimal control problems.
In: SIAM Journal on Optimization. Vol. 24 (2014) Issue 1 . - pp. 435-466.
ISSN 1095-7189
DOI: https://doi.org/10.1137/120877532

Review:

Official URL: Volltext

Project information

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

Project financing: Deutsche Forschungsgemeinschaft

Abstract in another language

We propose and analyze two strategies for preconditioning linear operator equations that arise in PDE constrained optimal control in the framework of conjugate gradient methods. Our particular focus is on control or state constrained problems, where we consider the question of robustness with respect to critical parameters. We construct a preconditioner that yields favorable robustness properties with respect to critical parameters.

Further data

Item Type: Article in a journal
Refereed: Yes
Additional notes: A preliminary version is published at the Preprint series of the Institute of Mathematics, Technische Universität Berlin, Preprint 18-2012.
Keywords: preconditioner; optimal control; control constraints; state constraints
Subject classification: Mathematics Subject Classification Code: 49M25 (65F08 65J10)
Institutions of the University: 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 > Chair Mathematics V (Applied Mathematics)
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Applied Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Applied Mathematics > Chair Applied Mathematics - Univ.-Prof. Dr. Anton Schiela
Profile Fields
Profile Fields > Advanced Fields
Profile Fields > Advanced Fields > Nonlinear Dynamics
Result of work at the UBT: No
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 02 Feb 2015 12:41
Last Modified: 03 Mar 2021 08:38
URI: https://eref.uni-bayreuth.de/id/eprint/6115