An efficient preconditioning method for state box-constrained optimal control problems

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

An efficient preconditioning method for state box-constrained optimal control problems

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

An efficient preconditioning method for state box-constrained optimal control problems

Popis výsledku anglicky

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.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10102 - Applied mathematics

Projekt

<a href="/cs/project/LQ1602" target="_blank" >LQ1602: IT4Innovations excellence in science</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2018

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Journal of Numerical Mathematics

ISSN

1570-2820

e-ISSN

—

Svazek periodika

26

Číslo periodika v rámci svazku

4

Stát vydavatele periodika

DE - Spolková republika Německo

Počet stran výsledku

24

Strana od-do

185-207

Kód UT WoS článku

000453257200002

EID výsledku v databázi Scopus

2-s2.0-85056197916