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Semi-smooth Newton's Method for an optimal control problem with control and mixed control-state constraints

Please always quote using this URN:urn:nbn:de:0296-matheon-4272
  • A class of optimal control problems for a semilinear parabolic partial differential equation with control and mixed control-state constraints is considered. For this problem, a projection formula is derived that is equivalent to the necessary optimality conditions. As main result, the superlinear convergence of a semi-smooth Newton method is shown. Moreover we show the numerical treatment and several numerical experiments.

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Metadaten
Author:Arnd Rösch, Daniel Wachsmuth
URN:urn:nbn:de:0296-matheon-4272
Referee:Fredi Tröltzsch
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2007/11/14
Release Date:2007/09/11
Tag:
Institute:Technische Universität Berlin
Weierstraß-Institut für Angewandte Analysis und Stochastik (WIAS)
MSC-Classification:35-XX PARTIAL DIFFERENTIAL EQUATIONS / 35Jxx Elliptic equations and systems [See also 58J10, 58J20] / 35J60 Nonlinear elliptic equations
49-XX CALCULUS OF VARIATIONS AND OPTIMAL CONTROL; OPTIMIZATION [See also 34H05, 34K35, 65Kxx, 90Cxx, 93-XX] / 49Kxx Optimality conditions / 49K20 Problems involving partial differential equations
49-XX CALCULUS OF VARIATIONS AND OPTIMAL CONTROL; OPTIMIZATION [See also 34H05, 34K35, 65Kxx, 90Cxx, 93-XX] / 49Nxx Miscellaneous topics / 49N60 Regularity of solutions
Preprint Number:415
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