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dc.contributor.authorPearson, John W.
dc.contributor.authorStoll, Martin
dc.contributor.authorWathen, Andrew J.
dc.date.accessioned2016-02-28T05:49:55Z
dc.date.available2016-02-28T05:49:55Z
dc.date.issued2012-11-21
dc.identifier.citationPearson JW, Stoll M, Wathen AJ (2012) Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function. Numerical Linear Algebra with Applications 21: 81–97. Available: http://dx.doi.org/10.1002/nla.1863.
dc.identifier.issn1070-5325
dc.identifier.doi10.1002/nla.1863
dc.identifier.urihttp://hdl.handle.net/10754/599377
dc.description.abstractOptimal control problems with partial differential equations as constraints play an important role in many applications. The inclusion of bound constraints for the state variable poses a significant challenge for optimization methods. Our focus here is on the incorporation of the constraints via the Moreau-Yosida regularization technique. This method has been studied recently and has proven to be advantageous compared with other approaches. In this paper, we develop robust preconditioners for the efficient solution of the Newton steps associated with the fast solution of the Moreau-Yosida regularized problem. Numerical results illustrate the efficiency of our approach. © 2012 John Wiley & Sons, Ltd.
dc.description.sponsorshipThe authors would like to thank the anonymous referees for their careful reading of the manuscript and helpful comments. The authors would also like to thank Anton Schiela for useful conversations about this work. The first author was supported for this work by the Engineering and Physical Sciences Research Council (UK), Grant EP/P505216/1. This publication is partially based on work performed when the second author was supported by Award No. KUK-C1-013-04, made by King Abdullah University of Science and Technology (KAUST).
dc.publisherWiley
dc.subjectKrylov subspace solver
dc.subjectNewton method
dc.subjectPDE-constrained optimization
dc.subjectPreconditioning
dc.subjectSaddle point systems
dc.subjectState-constrained problems
dc.titlePreconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function
dc.typeArticle
dc.identifier.journalNumerical Linear Algebra with Applications
dc.contributor.institutionNumerical Analysis Group; Mathematical Institute; 24-29 St Giles' Oxford OX1 3LB U.K.
dc.contributor.institutionComputational Methods in Systems and Control Theory; Max Planck Institute for Dynamics of Complex Technical Systems; Sandtorstr. 1 39106 Magdeburg Germany
kaust.grant.numberKUK-C1-013-04
dc.date.published-online2012-11-21
dc.date.published-print2014-01


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