The Mathematical Institute, University of Oxford, Eprints Archive

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

Pearson, John W. and Stoll, Martin and Wathen, A. J. (2012) Preconditioners for state constrained optimal control problems with Moreau-Yosida penalty function. Technical Report. Wiley. (Submitted)

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Abstract

Optimal control problems with partial differential equations as constraints play an important role in many applications. The inclusion of bound constraints for the state variable 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 robust preconditioners for the efficient solution of the Newton steps associated with solving the Moreau-Yosida regularized problem. Numerical results illustrate the efficiency of our approach.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1499
Deposited By:Lotti Ekert
Deposited On:28 Mar 2012 07:27
Last Modified:28 Mar 2012 07:27

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