822
eng
reportzib
0
2004-12-01
2004-12-01
--
The convergence of an interior point method for an elliptic control problem with mixed control-state constraints
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.
04-47
823
urn:nbn:de:0297-zib-8223
Appeared in: Computational Optimization and Applications 39, No. 2 (2008) 183-218
Uwe Prüfert
Fredi Tröltzsch
Martin Weiser
ZIB-Report
04-47
eng
uncontrolled
interior point methods in function space
eng
uncontrolled
optimal control
eng
uncontrolled
mixed control-state constraints
eng
uncontrolled
Lavrentiev regularization
Informatik, Informationswissenschaft, allgemeine Werke
Optimal control problems involving partial differential equations
Error bounds
Interior-point methods
Numerical Mathematics
ZIB Allgemein
Computational Medicine
Weiser, Martin
MATHEON-A17
https://opus4.kobv.de/opus4-zib/files/822/ZR-04-47.ps
https://opus4.kobv.de/opus4-zib/files/822/ZR-04-47.pdf
1908
2007
2007
eng
SFB-Report 2007-008
other
SFB Research Center "Mathematical Optimization and Applications in Biomedical Sciences", Karl-Franzens-Universität Graz
0
--
--
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POD a-posteriori error estimates for linear-quadratic optimal control problems
S. Volkwein
Fredi Tröltzsch
1910
2007
2007
eng
616
643
2
19
article
0
--
--
--
Sufficient second-order optimality conditions for semilinear control problems with pointwise state constraints
SIAM Journal on Optimization
10.1137/07068240X
E. Casas
J. de Los Reyes
Fredi Tröltzsch
2605
2007
2007
eng
871
899
6
22
article
0
--
--
--
On two numerical methods for state-constrained elliptic control problems
Optimization Methods and Software
http://www.math.tu-berlin.de/~pruefert/Publicat/index_en.html
/homes/numerik/pruefert/WWW/Publicat/on2numerical.pdf
Christian Meyer
Uwe Prüfert
Fredi Tröltzsch
Numerical Mathematics
Computational Medicine
2607
2007
2007
eng
564
589
8–9
87
article
Berlin
0
--
--
--
An interior point method for a parabolic optimal control problem with regularized pointwise state constraints
ZAMM
10.1002/zamm.200610337
http://www.math.tu-berlin.de/~pruefert/Publicat/index_en.html
Uwe Prüfert
Fredi Tröltzsch
2620
2008
2008
eng
183
218
2
39
article
0
--
--
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The convergence of an interior point method for an elliptic control problem with mixed control-state constraints
Comput. Optim. Appl.
urn:nbn:de:0297-zib-8223
http://www.zib.de/weiser/papers/PrTrWs.pdf
Uwe Prüfert
Fredi Tröltzsch
Martin Weiser
Numerical Mathematics
Computational Medicine
Weiser, Martin
MATHEON-A17