TY - GEN A1 - Schiela, Anton T1 - Barrier Methods for Optimal Control Problems with State Constraints N2 - 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. T3 - ZIB-Report - 07-07 KW - interior point methods in function space KW - optimal control KW - state constraints Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9504 ER - TY - GEN A1 - Schiela, Anton T1 - State constrained optimal control problems with states of low regularity N2 - We consider first order optimality conditions for state constrained optimal control problems. In particular we study the case where the state equation has not enough regularity to admit existence of a Slater point in function space. We overcome this difficulty by a special transformation. Under a density condition we show existence of Lagrange multipliers, which have a representation via measures and additional regularity properties. T3 - ZIB-Report - 08-24 KW - optimal control KW - state constraints KW - optimality conditions Y1 - 2008 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-509 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 - Sali, Adrian T1 - Coupling of Monodomain and Eikonal Models for Cardiac Electrophysiology N2 - The primary goal of this paper is to study the coupling of monodomain and eikonal models for the numerical simulation of cardiac electrophysiology. Eikonal models are nonlinear elliptic equations describing the excitation time of the cardiac tissue. They are often used as very fast approximations for monodomain or bidomain models - parabolic reaction-diffusion systems describing the excitation wavefront in terms of ionic currents. The excitation front is a thin region with high gradients, whereas excitation times vary over larger domains. Hence, eikonal equations can be solved on much coarser grids than monodomain equations. Moreover, as eikonal models are not time-dependent, no time integration is needed. Eikonal models are derived from monodomain models making additional assumptions and using certain approximations. While generally the approximation is rather good, several specific situations are not well captured by eikonal models. We consider coupling the two models, i.e. using the monodomain model in regions where more accurate results or the shape of the wavefront are needed, and the eikonal model in the remaining parts of the domain, where the excitation time is sufficient. Restricting the monodomain simulation to a small subdomain reduces the computational effort considerably. Numerical methods for the simulation of the individual models are presented, with the finite element method as the main ingredient. Coupling conditions as well as algorithms for implementing the coupling are explained. The approximation quality and efficiency of the coupled model is illustrated on simple geometries using an Aliev-Panfilov membrane model. T3 - ZIB-Report - 16-50 Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-60508 SN - 1438-0064 ER - TY - GEN A1 - Sagnol, Guillaume A1 - Hege, Hans-Christian A1 - Weiser, Martin T1 - Using sparse kernels to design computer experiments with tunable precision N2 - Statistical methods to design computer experiments usually rely on a Gaussian process (GP) surrogate model, and typically aim at selecting design points (combinations of algorithmic and model parameters) that minimize the average prediction variance, or maximize the prediction accuracy for the hyperparameters of the GP surrogate. In many applications, experiments have a tunable precision, in the sense that one software parameter controls the tradeoff between accuracy and computing time (e.g., mesh size in FEM simulations or number of Monte-Carlo samples). We formulate the problem of allocating a budget of computing time over a finite set of candidate points for the goals mentioned above. This is a continuous optimization problem, which is moreover convex whenever the tradeoff function accuracy vs. computing time is concave. On the other hand, using non-concave weight functions can help to identify sparse designs. In addition, using sparse kernel approximations drastically reduce the cost per iteration of the multiplicative weights updates that can be used to solve this problem. T3 - ZIB-Report - 16-33 KW - Optimal design of computer experiments KW - Sparse kernels KW - Gaussian Process Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-59605 SN - 1438-0064 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 - Prüfert, Uwe A1 - Schiela, Anton T1 - The minimization of an L^{\infty}-functional subject to an elliptic PDE and state constraints N2 - We study the optimal control of a maximum-norm objective functional subject to an elliptic-type PDE and pointwise state constraints. The problem is transformed into a problem where the non-differentiable L^{\infty}-norm in the functional will be replaced by a scalar variable and additional state constraints. This problem is solved by barrier methods. We will show the existence and convergence of the central path for a class of barrier functions. Numerical experiments complete the presentation. T3 - ZIB-Report - 08-17 Y1 - 2008 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-10714 SN - 1438-0064 ER - TY - GEN A1 - Powell, Gary A1 - Weiser, Martin T1 - Container Adaptors N2 - The C++ standard template library has many useful containers for data. The standard library includes two adpators, queue, and stack. The authors have extended this model along the lines of relational database semantics. Sometimes the analogy is striking, and we will point it out occasionally. An adaptor allows the standard algorithms to be used on a subset or modification of the data without having to copy the data elements into a new container. The authors provide many useful adaptors which can be used together to produce interesting views of data in a container. T3 - ZIB-Report - SC-99-41 KW - C++ KW - STL KW - views Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-4308 ER - TY - GEN A1 - Moualeu-Ngangue, Dany Pascal A1 - Weiser, Martin A1 - Ehrig, Rainald A1 - Deuflhard, Peter T1 - Optimal control for a tuberculosis model with undetected cases in Cameroon N2 - 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 T3 - ZIB-Report - 13-73 KW - Tuberculosis KW - Optimal control KW - Nonlinear dynamical systems Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-43142 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 -