@misc{LubkollSchielaWeiser, author = {Lubkoll, Lars and Schiela, Anton and Weiser, Martin}, title = {An affine covariant composite step method for optimization with PDEs as equality constraints}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-53954}, abstract = {We propose a composite step method, designed for equality constrained optimization with partial differential equations. Focus is laid on the construction of a globalization scheme, which is based on cubic regularization of the objective and an affine covariant damped Newton method for feasibility. We show finite termination of the inner loop and fast local convergence of the algorithm. We discuss preconditioning strategies for the iterative solution of the arising linear systems with projected conjugate gradient. Numerical results are shown for optimal control problems subject to a nonlinear heat equation and subject to nonlinear elastic equations arising from an implant design problem in craniofacial surgery.}, language = {en} } @article{Weiser, author = {Weiser, Martin}, title = {Faster SDC convergence on non-equidistant grids by DIRK sweeps}, series = {BIT Numerical Mathematics}, volume = {55}, journal = {BIT Numerical Mathematics}, number = {4}, doi = {10.1007/s10543-014-0540-y}, pages = {1219 -- 1241}, abstract = {Spectral deferred correction methods for solving stiff ODEs are known to converge rapidly towards the collocation limit solution on equidistant grids, but show a much less favourable contraction on non-equidistant grids such as Radau-IIa points. We interprete SDC methods as fixed point iterations for the collocation system and propose new DIRK-type sweeps for stiff problems based on purely linear algebraic considerations. Good convergence is recovered also on non-equidistant grids. The properties of different variants are explored on a couple of numerical examples.}, language = {en} } @article{GoetschelWeiser, author = {G{\"o}tschel, Sebastian and Weiser, Martin}, title = {Lossy Compression for PDE-constrained Optimization: Adaptive Error Control}, series = {Comput. Optim. Appl.}, volume = {62}, journal = {Comput. Optim. Appl.}, number = {1}, publisher = {Springer}, pages = {131 -- 155}, abstract = {For the solution of optimal control problems governed by nonlinear parabolic PDEs, methods working on the reduced objective functional are often employed to avoid a full spatio-temporal discretization of the problem. The evaluation of the reduced gradient requires one solve of the state equation forward in time, and one backward solve of the ad-joint equation. The state enters into the adjoint equation, requiring the storage of a full 4D data set. If Newton-CG methods are used, two additional trajectories have to be stored. To get numerical results which are accurate enough, in many case very fine discretizations in time and space are necessary, which leads to a significant amount of data to be stored and transmitted to mass storage. Lossy compression methods were developed to overcome the storage problem by reducing the accuracy of the stored trajectories. The inexact data induces errors in the reduced gradient and reduced Hessian. In this paper, we analyze the influence of such a lossy trajectory compression method on Newton-CG methods for optimal control of parabolic PDEs and design an adaptive strategy for choosing appropriate quantization tolerances.}, language = {en} } @article{MoualeuNgangueWeiserEhrigetal., author = {Moualeu-Ngangue, Dany Pascal and Weiser, Martin and Ehrig, Rainald and Deuflhard, Peter}, title = {Optimal control for a tuberculosis model with undetected cases in Cameroon}, series = {Communications in Nonlinear Science and Numerical Simulation}, volume = {20}, journal = {Communications in Nonlinear Science and Numerical Simulation}, number = {3}, doi = {10.1016/j.cnsns.2014.06.037}, pages = {986 -- 1003}, abstract = {This paper considers the optimal control of tuberculosis through education, diagnosis campaign and chemoprophylaxis of latently infected. A mathematical model which includes important components such as undiagnosed infectious, diagnosed infectious, latently infected and lost-sight infectious is formulated. The model combines a frequency dependent and a density dependent force of infection for TB transmission. Through optimal control theory and numerical simulations, a cost-effective balance of two different intervention methods is obtained. Seeking to minimize the amount of money the government spends when tuberculosis remain endemic in the Cameroonian population, Pontryagin's maximum principle is used to characterize the optimal control. The optimality system is derived and solved numerically using the forward-backward sweep method (FBSM). Results provide a framework for designing cost-effective strategies for diseases with multiple intervention methods. It comes out that combining chemoprophylaxis and education, the burden of TB can be reduced by 80 \% in 10 years.}, language = {en} } @inproceedings{GoetschelTycowiczPolthieretal., author = {G{\"o}tschel, Sebastian and Tycowicz, Christoph von and Polthier, Konrad and Weiser, Martin}, title = {Reducing Memory Requirements in Scientific Computing and Optimal Control}, series = {Multiple Shooting and Time Domain Decomposition Methods}, booktitle = {Multiple Shooting and Time Domain Decomposition Methods}, editor = {Carraro, T. and Geiger, M. and Koerkel, S. and Rannacher, R.}, publisher = {Springer}, pages = {263 -- 287}, language = {en} }