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.
Author: | Arnd Rösch, Daniel Wachsmuth |
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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 |