Efficient Solution of State-Constrained Distributed Parabolic Optimal Control Problems

Fuente: arXiv
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Main Authors: Löscher, Richard, Reichelt, Michael, Steinbach, Olaf
Format: Preprint
Published: 2024
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author Löscher, Richard
Reichelt, Michael
Steinbach, Olaf
author_facet Löscher, Richard
Reichelt, Michael
Steinbach, Olaf
contents We consider a space-time finite element method for the numerical solution of a distributed tracking-type optimal control problem subject to the heat equation with state constraints. The cost or regularization term is formulated in an anisotropic Sobolev norm for the state, and the optimal state is then characterized as the unique solution of a first kind variational inequality. We discuss an efficient realization of the anisotropic Sobolev norm in the case of a space-time tensor-product finite element mesh, and the iterative solution of the resulting discrete variational inequality by means of a semi-smooth Newton method, i.e., using an active set strategy.
format Preprint
id arxiv_https___arxiv_org_abs_2410_06021
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Efficient Solution of State-Constrained Distributed Parabolic Optimal Control Problems
Löscher, Richard
Reichelt, Michael
Steinbach, Olaf
Numerical Analysis
Optimization and Control
We consider a space-time finite element method for the numerical solution of a distributed tracking-type optimal control problem subject to the heat equation with state constraints. The cost or regularization term is formulated in an anisotropic Sobolev norm for the state, and the optimal state is then characterized as the unique solution of a first kind variational inequality. We discuss an efficient realization of the anisotropic Sobolev norm in the case of a space-time tensor-product finite element mesh, and the iterative solution of the resulting discrete variational inequality by means of a semi-smooth Newton method, i.e., using an active set strategy.
title Efficient Solution of State-Constrained Distributed Parabolic Optimal Control Problems
topic Numerical Analysis
Optimization and Control
url https://arxiv.org/abs/2410.06021