TY - GEN A1 - Deuflhard, Peter A1 - Nowak, Ulrich A1 - Weiser, Martin T1 - Affine Invariant Adaptive Newton Codes for Discretized PDEs N2 - The paper deals with three different Newton algorithms that have recently been worked out in the general frame of affine invariance. Of particular interest is their performance in the numerical solution of discretized boundary value problems (BVPs) for nonlinear partial differential equations (PDEs). Exact Newton methods, where the arising linear systems are solved by direct elimination, and inexact Newton methods, where an inner iteration is used instead, are synoptically presented, both in affine invariant convergence theory and in numerical experiments. The three types of algorithms are: (a) affine covariant (formerly just called affine invariant) Newton algorithms, oriented toward the iterative errors, (b) affine contravariant Newton algorithms, based on iterative residual norms, and (c) affine conjugate Newton algorithms for convex optimization problems and discrete nonlinear elliptic PDEs. T3 - ZIB-Report - 02-33 KW - Affine invariant Newton methods KW - global Newton methods KW - inexact Newton methods KW - adaptive trust region methods KW - nonlinear partial differential equa Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-7005 ER - TY - GEN A1 - Weiser, Martin A1 - Deuflhard, Peter T1 - The Central Path towards the Numerical Solution of Optimal Control Problems N2 - 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. T3 - ZIB-Report - 01-12 KW - optimal control KW - interior point methods KW - affine invariance Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6380 ER - TY - GEN A1 - Schiela, Anton A1 - Weiser, Martin T1 - Superlinear Convergence of the Control Reduced Interior Point Method for PDE Constrained Optimization N2 - 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. T3 - ZIB-Report - 05-15 KW - interior point methods in function space KW - optimal control KW - superlinear convergence Y1 - 2005 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-8490 ER - TY - GEN A1 - Weiser, Martin A1 - Schiela, Anton T1 - Function space interior point methods for PDE constrained optimization N2 - 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. T3 - ZIB-Report - 04-27 KW - interior point methods in function space KW - optimal control KW - complementarity functions Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-8027 ER - TY - GEN A1 - Prüfert, Uwe A1 - Tröltzsch, Fredi A1 - Weiser, Martin T1 - The convergence of an interior point method for an elliptic control problem with mixed control-state constraints N2 - 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. T3 - ZIB-Report - 04-47 KW - interior point methods in function space KW - optimal control KW - mixed control-state constraints KW - Lavrentiev regularization Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-8223 ER - TY - GEN A1 - Weiser, Martin A1 - Gänzler, Tobias A1 - Schiela, Anton T1 - A Control Reduced Primal Interior Point Method for PDE Constrained Optimization N2 - 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. T3 - ZIB-Report - 04-38 KW - interior point methods in function space KW - optimal control KW - finite elements KW - discretization error Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-8138 ER - TY - GEN A1 - Weiser, Martin T1 - Interior Point Methods in Function Space N2 - 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. T3 - ZIB-Report - 03-35 KW - interior point methods in function space KW - optimal control KW - complementarity functions Y1 - 2003 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-7578 ER - TY - GEN A1 - Weiser, Martin A1 - Schiela, Anton A1 - Deuflhard, Peter T1 - Asymptotic Mesh Independence of Newton's Method Revisited N2 - The paper presents a new affine invariant theory on asymptotic mesh independence of Newton's method in nonlinear PDEs. Compared to earlier attempts, the new approach is both much simpler and more natural from the algorithmic point of view. The theory is exemplified at collocation methods for ODE boundary value problems and at finite element methods for elliptic PDE problems. T3 - ZIB-Report - 03-13 KW - mesh independence KW - nonlinear partial differential equations KW - Newton method KW - finite element method KW - collocation method Y1 - 2003 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-7352 ER - TY - GEN A1 - Weiser, Martin A1 - Deuflhard, Peter A1 - Erdmann, Bodo T1 - Affine conjugate adaptive Newton methods for nonlinear elastomechanics N2 - The paper extends affine conjugate Newton methods from convex to nonconvex minimization, with particular emphasis on PDE problems originating from compressible hyperelasticity. Based on well-known schemes from finite dimensional nonlinear optimization, three different algorithmic variants are worked out in a function space setting, which permits an adaptive multilevel finite element implementation. These algorithms are tested on two well-known 3D test problems and a real-life example from surgical operation planning. T3 - ZIB-Report - 04-01 KW - affine conjugate Newton methods KW - nonconvex minimization KW - nonlinear elastomechnics KW - cranio-maxillofacial surgery KW - soft tissue simulation KW - multilev Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-7768 ER - TY - GEN A1 - Weiser, Martin T1 - On goal-oriented adaptivity for elliptic optimal control problems N2 - The paper proposes goal-oriented error estimation and mesh refinement for optimal control problems with elliptic PDE constraints using the value of the reduced cost functional as quantity of interest. Error representation, hierarchical error estimators, and greedy-style error indicators are derived and compared to their counterparts when using the all-at-once cost functional as quantity of interest. Finally, the efficiency of the error estimator and generated meshes are demonstrated on numerical examples. T3 - ZIB-Report - 09-08 KW - optimal control KW - error estimation KW - adaptive mesh refinement Y1 - 2009 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-11192 SN - 1438-0064 ER - TY - GEN A1 - Weiser, Martin T1 - Optimization and Identification in Regional Hyperthermia N2 - Regional hyperthermia is a cancer therapy aiming at heating tumors using phased array applicators. This article provides an overview over current mathematical challenges of delivering individually optimal treatments. The focus is on therapy planning and identification of technical as well as physiological quantities from MR thermometry measurements. T3 - ZIB-Report - 08-40 KW - Hyperthermie-Therapieplanung KW - Identifizierung KW - MR-Thermometrie KW - Innere-Punkte-Methoden KW - hyperthermia treatment planning KW - identification KW - MR thermometry KW - interior point methods Y1 - 2008 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-10916 SN - 1438-0064 ER - TY - GEN A1 - Weiser, Martin A1 - Röllig, Mathias A1 - Arndt, Ralf A1 - Erdmann, Bodo T1 - Development and test of a numerical model for pulse thermography in civil engineering N2 - Pulse thermography of concrete structures is used in civil engineering for detecting voids, honeycombing and delamination. The physical situation is readily modeled by Fourier's law. Despite the simplicity of the PDE structure, quantitatively realistic numerical 3D simulation faces two major obstacles. First, the short heating pulse induces a thin boundary layer at the heated surface which encapsulates all information and therefore has to be resolved faithfully. Even with adaptive mesh refinement techniques, obtaining useful accuracies requires an unsatisfactorily fine discretization. Second, bulk material parameters and boundary conditions are barely known exactly. We address both issues by a semi-analytic reformulation of the heat transport problem and by parameter identification. Numerical results are compared with measurements of test specimens. T3 - ZIB-Report - 08-45 KW - finite element model KW - KARDOS KW - pulse thermography KW - civil engineering KW - inverse solution Y1 - 2008 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-10980 SN - 1438-0064 ER - TY - GEN A1 - Volkwein, Stefan A1 - Weiser, Martin T1 - Affine Invariant Convergence Analysis for Inexact Augmented Lagrangian-SQP Methods N2 - An affine invariant convergence analysis for inexact augmented Lagrangian-SQP methods is presented. The theory is used for the construction of an accuracy matching between iteration errors and truncation errors, which arise from the inexact linear system solves. The theoretical investigations are illustrated numerically by an optimal control problem for the Burgers equation. T3 - ZIB-Report - 00-56 KW - nonlinear programming KW - multiplier methods KW - affine invariant norms KW - Burgers' equation Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6243 ER - TY - GEN A1 - Weiser, Martin T1 - Pointwise Nonlinear Scaling for Reaction-Diffusion-Equations N2 - Parabolic reaction-diffusion systems may develop sharp moving reaction fronts which pose a challenge even for adaptive finite element methods. We propose a method to transform the equation into an equivalent form that usually exhibits solutions which are easier to discretize, giving higher accuracy for a given number of degrees of freedom. The transformation is realized as an efficiently computable pointwise nonlinear scaling that is optimized for prototypical planar travelling wave solutions of the underlying reaction-diffusion equation. The gain in either performance or accuracy is demonstrated on different numerical examples. T3 - ZIB-Report - 07-45 KW - reaction-diffusion equations KW - travelling waves KW - nonlinear scaling KW - discretization error Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-10493 SN - 1438-0064 ER - TY - GEN A1 - Schenk, Olaf A1 - Wächter, Andreas A1 - Weiser, Martin T1 - Inertia Revealing Preconditioning For Large-Scale Nonconvex Constrained Optimization N2 - Fast nonlinear programming methods following the all-at-once approach usually employ Newton's method for solving linearized Karush-Kuhn-Tucker (KKT) systems. In nonconvex problems, the Newton direction is only guaranteed to be a descent direction if the Hessian of the Lagrange function is positive definite on the nullspace of the active constraints, otherwise some modifications to Newton's method are necessary. This condition can be verified using the signs of the KKT's eigenvalues (inertia), which are usually available from direct solvers for the arising linear saddle point problems. Iterative solvers are mandatory for very large-scale problems, but in general do not provide the inertia. Here we present a preconditioner based on a multilevel incomplete $LBL^T$ factorization, from which an approximation of the inertia can be obtained. The suitability of the heuristics for application in optimization methods is verified on an interior point method applied to the CUTE and COPS test problems, on large-scale 3D PDE-constrained optimal control problems, as well as 3D PDE-constrained optimization in biomedical cancer hyperthermia treatment planning. The efficiency of the preconditioner is demonstrated on convex and nonconvex problems with $150^3$ state variables and $150^2$ control variables, both subject to bound constraints. T3 - ZIB-Report - 07-32 KW - nonconvex constrained optimization KW - interior-point method KW - inertia KW - multilevel incomplete factorization Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-10314 SN - 1438-0064 ER - TY - GEN A1 - Weiser, Martin A1 - Götschel, Sebastian T1 - State Trajectory Compression for Optimal Control with Parabolic PDEs N2 - In optimal control problems with nonlinear time-dependent 3D PDEs, full 4D discretizations are usually prohibitive due to the storage requirement. For this reason gradient and quasi-Newton methods working on the reduced functional are often employed. The computation of the reduced gradient requires one solve of the state equation forward in time, and one backward solve of the adjoint equation. The state enters into the adjoint equation, again requiring the storage of a full 4D data set. We propose a lossy compression algorithm using an inexact but cheap predictor for the state data, with additional entropy coding of prediction errors. As the data is used inside a discretized, iterative algorithm, lossy coding maintaining an error bound is sufficient. T3 - ZIB-Report - 10-05 KW - optimal control KW - adjoint gradient computation KW - trajectory storage Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-11676 SN - 1438-0064 ER - TY - GEN A1 - Günther, Andreas A1 - Lamecker, Hans A1 - Weiser, Martin T1 - Direct LDDMM of Discrete Currents with Adaptive Finite Elements N2 - We consider Large Deformation Diffeomorphic Metric Mapping of general $m$-currents. After stating an optimization algorithm in the function space of admissable morph generating velocity fields, two innovative aspects in this framework are presented and numerically investigated: First, we spatially discretize the velocity field with conforming adaptive finite elements and discuss advantages of this new approach. Second, we directly compute the temporal evolution of discrete $m$-current attributes. T3 - ZIB-Report - 11-22 KW - Large Deformation KW - Diffeomorphic Registration KW - Matching KW - Currents KW - Adaptive Finite Elements Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-13090 ER - TY - GEN A1 - Götschel, Sebastian A1 - Weiser, Martin A1 - Maierhofer, Christiane A1 - Richter, Regina T1 - Data Enhancement for Active Thermography N2 - Pulse thermography is a non-destructive testing method based on infrared imaging of transient thermal patterns. Heating the surface of the structure under test for a short period of time generates a non-stationary temperature distribution and thus a thermal contrast between the defect and the sound material. Due to measurement noise, preprocessing of the experimental data is necessary, before reconstruction algorithms can be applied. We propose a decomposition of the measured temperature into Green's function solutions to eliminate noise. T3 - ZIB-Report - 12-20 KW - data enhancement KW - active thermography KW - quantitative reconstruction KW - Green's functions Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15243 UR - http://qirt.gel.ulaval.ca/archives/qirt2012/papers/QIRT-2012-167.pdf SN - 1438-0064 ER - TY - GEN A1 - Lubkoll, Lars A1 - Schiela, Anton A1 - Weiser, Martin T1 - An optimal control problem in polyconvex hyperelasticity N2 - We consider a shape implant design problem that arises in the context of facial surgery. We introduce a reformulation as an optimal control problem, where the control acts as a boundary force. The state is modelled as a minimizer of a polyconvex hyperelastic energy functional. We show existence of optimal solutions and derive - on a formal level - first order optimality conditions. Finally, preliminary numerical results are presented. T3 - ZIB-Report - 12-08 KW - polyconvex elasticity KW - implant design KW - optimal control Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14745 SN - 1438-0064 ER - TY - GEN A1 - Deuflhard, Peter A1 - Schiela, Anton A1 - Weiser, Martin T1 - Mathematical Cancer Therapy Planning in Deep Regional Hyperthermia N2 - This paper surveys the required mathematics for a typical challenging problem from computational medicine, the cancer therapy planning in deep regional hyperthermia. In the course of many years of close cooperation with clinics, the medical problem gave rise to quite a number of subtle mathematical problems, part of which had been unsolved when the common project started. Efficiency of numerical algorithms, i.e. computational speed and monitored reliability, play a decisive role for the medical treatment. Off-the-shelf software had turned out to be not sufficient to meet the requirements of medicine. Rather, new mathematical theory as well as new numerical algorithms had to be developed. In order to make our algorithms useful in the clinical environment, new visualization software, a virtual lab, including 3D geometry processing of individual virtual patients had to be designed and implemented. Moreover, before the problems could be attacked by numerical algorithms, careful mathematical modelling had to be done. Finally, parameter identification and constrained optimization for the PDEs had to be newly analyzed and realized over the individual patient's geometry. Our new techniques had an impact on the specificity of the individual patients' treatment and on the construction of an improved hyperthermia applicator. T3 - ZIB-Report - 11-39 KW - hyperthermia therapy planning KW - mathematical modelling KW - Maxwell equations KW - state constraints KW - parameter identification Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14204 SN - 1438-0064 ER -