An efficient preconditioning method for state box-constrained optimal control problems
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68145535%3A_____%2F18%3A00502961" target="_blank" >RIV/68145535:_____/18:00502961 - isvavai.cz</a>
Result on the web
<a href="https://www.degruyter.com/view/j/jnma.2018.26.issue-4/jnma-2017-0047/jnma-2017-0047.xml?format=INT" target="_blank" >https://www.degruyter.com/view/j/jnma.2018.26.issue-4/jnma-2017-0047/jnma-2017-0047.xml?format=INT</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1515/jnma-2017-0047" target="_blank" >10.1515/jnma-2017-0047</a>
Alternative languages
Result language
angličtina
Original language name
An efficient preconditioning method for state box-constrained optimal control problems
Original language description
An efficient preconditioning technique used earlier for two-by-two block matrix systems with square matrix blocks is shown to be applicable also for a state variable box-constrained optimal control problem. The problem is penalized by a standard regularization term for the control variable and for the box-constraint, using a Moreau-Yosida penalization method. It is shown that there occur very few nonlinear iteration steps and also few iterations to solve the arising linearized equations on the fine mesh. This holds for a wide range of the penalization and discretization parameters. The arising nonlinearity can be handled with a hybrid nonlinear-linear procedure that raises the computational efficiency of the overall solution method.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10102 - Applied mathematics
Result continuities
Project
<a href="/en/project/LQ1602" target="_blank" >LQ1602: IT4Innovations excellence in science</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Numerical Mathematics
ISSN
1570-2820
e-ISSN
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Volume of the periodical
26
Issue of the periodical within the volume
4
Country of publishing house
DE - GERMANY
Number of pages
24
Pages from-to
185-207
UT code for WoS article
000453257200002
EID of the result in the Scopus database
2-s2.0-85056197916