@misc{WeiserDeuflhard, author = {Weiser, Martin and Deuflhard, Peter}, title = {The Central Path towards the Numerical Solution of Optimal Control Problems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6380}, number = {01-12}, abstract = {A new approach to the numerical solution of optimal control problems including control and state constraints is presented. Like hybrid methods, the approach aims at combining the advantages of direct and indirect methods. Unlike hybrid methods, however, our method is directly based on interior-point concepts in function space --- realized via an adaptive multilevel scheme applied to the complementarity formulation and numerical continuation along the central path. Existence of the central path and its continuation towards the solution point is analyzed in some theoretical detail. An adaptive stepsize control with respect to the duality gap parameter is worked out in the framework of affine invariant inexact Newton methods. Finally, the performance of a first version of our new type of algorithm is documented by the successful treatment of the well-known intricate windshear problem.}, language = {en} } @misc{SchielaWeiser, author = {Schiela, Anton and Weiser, Martin}, title = {Superlinear Convergence of the Control Reduced Interior Point Method for PDE Constrained Optimization}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-8490}, number = {05-15}, abstract = {A thorough convergence analysis of the Control Reduced Interior Point Method in function space is performed. This recently proposed method is a primal interior point pathfollowing scheme with the special feature, that the control variable is eliminated from the optimality system. Apart from global linear convergence we show, that this method converges locally almost quadratically, if the optimal solution satisfies a function space analogue to a non-degeneracy condition. In numerical experiments we observe, that a prototype implementation of our method behaves in compliance with our theoretical results.}, language = {en} } @misc{WeiserSchiela, author = {Weiser, Martin and Schiela, Anton}, title = {Function space interior point methods for PDE constrained optimization}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-8027}, number = {04-27}, abstract = {A primal-dual interior point method for optimal control problems with PDE constraints is considered. The algorithm is directly applied to the infinite dimensional problem. Existence and convergence of the central path are analyzed. Numerical results from an inexact continuation method applied to a model problem are shown.}, language = {en} } @misc{PruefertTroeltzschWeiser, author = {Pr{\"u}fert, Uwe and Tr{\"o}ltzsch, Fredi and Weiser, Martin}, title = {The convergence of an interior point method for an elliptic control problem with mixed control-state constraints}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-8223}, number = {04-47}, abstract = {The paper addresses primal interior point method for state constrained PDE optimal control problems. By a Lavrentiev regularization, the state constraint is transformed to a mixed control-state constraint with bounded Lagrange multiplier. Existence and convergence of the central path are established, and linear convergence of a short-step pathfollowing method is shown. The behaviour of the regularizations are demonstrated by numerical examples.}, language = {en} } @misc{WeiserGaenzlerSchiela, author = {Weiser, Martin and G{\"a}nzler, Tobias and Schiela, Anton}, title = {A Control Reduced Primal Interior Point Method for PDE Constrained Optimization}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-8138}, number = {04-38}, abstract = {A primal interior point method for control constrained optimal control problems with PDE constraints is considered. Pointwise elimination of the control leads to a homotopy in the remaining state and dual variables, which is addressed by a short step pathfollowing method. The algorithm is applied to the continuous, infinite dimensional problem, where discretization is performed only in the innermost loop when solving linear equations. The a priori elimination of the least regular control permits to obtain the required accuracy with comparable coarse meshes. Convergence of the method and discretization errors are studied, and the method is illustrated at two numerical examples.}, language = {en} } @misc{Weiser, author = {Weiser, Martin}, title = {Interior Point Methods in Function Space}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-7578}, number = {03-35}, abstract = {A primal-dual interior point method for optimal control problems is considered. The algorithm is directly applied to the infinite dimensional problem. Existence and convergence of the central path are analyzed, and linear convergence of a short step pathfollowing method is established.}, language = {en} } @misc{Schiela, author = {Schiela, Anton}, title = {Barrier Methods for Optimal Control Problems with State Constraints}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-9504}, number = {07-07}, abstract = {We study barrier methods for state constrained optimal control problems with PDEs. In the focus of our analysis is the path of minimizers of the barrier subproblems with the aim to provide a solid theoretical basis for function space oriented path-following algorithms. We establish results on existence, continuity and convergence of this path. Moreover, we consider the structure of barrier subdifferentials, which play the role of dual variables.}, language = {en} }