The Mathematical Institute, University of Oxford, Eprints Archive

Preconditioners for state constrained optimal control problems
with Moreau-Yosida penalty function tube

Stoll, M. and Wathen, A. J. (2010) Preconditioners for state constrained optimal control problems
with Moreau-Yosida penalty function tube.
Numer. Linear Algebra Appl. . (Submitted)

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Abstract

Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the state poses a significant challenge for optimization methods. Our focus here is on the incorporation of the constraints via the Moreau-Yosida regularization technique. This method has been studied recently and has proven to be advantageous compared to other approaches. In this paper we develop preconditioners for the efficient solution of the Newton steps associated with the fast solution of the Moreau-Yosida regularized problem. Numerical results illustrate the competitiveness of this approach.

Copyright c 2000 John Wiley & Sons, Ltd.

Item Type:Article
Subjects:D - G > General
Research Groups:Oxford Centre for Collaborative Applied Mathematics
ID Code:1007
Deposited By:Peter Hudston
Deposited On:28 Oct 2010 14:39
Last Modified:09 Feb 2012 15:55

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