Properties of projection and penalty methods for discretized elliptic control problems
Andrzej Cegielski ; Christian Grossmann
Discussiones Mathematicae, Differential Inclusions, Control and Optimization, Tome 27 (2007), p. 23-41 / Harvested from The Polish Digital Mathematics Library

In this paper, properties of projection and penalty methods are studied in connection with control problems and their discretizations. In particular, the convergence of an interior-exterior penalty method applied to simple state constraints as well as the contraction behavior of projection mappings are analyzed. In this study, the focus is on the application of these methods to discretized control problem.

Publié le : 2007-01-01
EUDML-ID : urn:eudml:doc:271143
@article{bwmeta1.element.bwnjournal-article-doi-10_7151_dmdico_1074,
     author = {Andrzej Cegielski and Christian Grossmann},
     title = {Properties of projection and penalty methods for discretized elliptic control problems},
     journal = {Discussiones Mathematicae, Differential Inclusions, Control and Optimization},
     volume = {27},
     year = {2007},
     pages = {23-41},
     zbl = {1283.49030},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmdico_1074}
}
Andrzej Cegielski; Christian Grossmann. Properties of projection and penalty methods for discretized elliptic control problems. Discussiones Mathematicae, Differential Inclusions, Control and Optimization, Tome 27 (2007) pp. 23-41. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmdico_1074/

[000] [1] N. Arada, E. Casas and F. Tröltzsch, Error estimates for the numerical approximation of a semilinear elliptic control problem, Comput. Optim. Appl. 23 (2002), 201-229. | Zbl 1033.65044

[001] [2] E. Casas and F. Tröltzsch, Error estimates for linear-quadratic elliptic control problems, in: Barbu, V. (ed.) et al., Analysis and optimization of differential systems. IFIP TC7/WG 7.2 International Working Conference. Kluwer, Boston (2003), 89-100. | Zbl 1027.65088

[002] [3] A. Cegielski, A method of projection onto an acute cone with level control in convex minimization, Math. Programming 85 (1999), 469-490. | Zbl 0973.90057

[003] [4] K. Deckelnick and M. Hinze, Convergence of a finite element approximation to a state constrained elliptic control problem, Preprint MATH-NM-01-2006, TU Dresden 2006. | Zbl 1154.65055

[004] [5] K. Goebel and W.A. Kirk, Topics in Metric Fixed Point Theory, Cambrigde Univ. Press, Cambridge 1990. | Zbl 0708.47031

[005] [6] Ch. Grossmann and H.-G. Roos, Numerische Behandlung partieller Differentialgleichungen (3-rd edition), B.G. Teubner, Stuttgart 2005.

[006] [7] M. Hinze, A variational discretization concept in control constrained optimization: The linear-quadratic case, Comput. Optim. Appl. 30 (2005), 45-61. | Zbl 1074.65069

[007] [8] A.A. Kaplan, Convex programming algorithms using the smoothing of exact penalty functions, (Russian), Sib. Mat. Zh. 23 (1982), 53-64. | Zbl 0498.90066

[008] [9] S. Kim, H. Ahn and S.-C. Cho, Variable target value subgradient method, Math. Programming 49 (1991), 359-369. | Zbl 0825.90754

[009] [10] K.C. Kiwiel, The efficiency of subgradient projection methods for convex optimization, part I: General level methods, SIAM J. Control Optim. 34 (1996), 660-676. | Zbl 0846.90084

[010] [11] A. Rösch, Error estimates for linear-quadratic control problems with control constraints, Optim. Methods Softw. 21 (2006), 121-134. | Zbl 1085.49042

[011] [12] F. Tröltzsch, Optimale Steuerung partieller Differentialgleichungen. Theorie, Verfahren und Anwendungen, Vieweg, Wiesbaden 2005.

[012] [13] M. Weiser, T. Gänzler and A. Schiela, A control reduced primal interior point method for PDE constrained optimization, ZIB Report 04-38, Zuse-Zentrum Berlin 2004. | Zbl 1190.90278

[013] [14] E. Zeidler, Nonlinear Functional Analysis and Its Applications. II/A: Linear Monotone Operators, Springer, New York 1990. | Zbl 0684.47028