Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function

John W. Pearson, Martin Stoll, Andrew J. Wathen

Research output: Contribution to journalArticlepeer-review

25 Scopus citations

Abstract

Optimal 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.
Original languageEnglish (US)
Pages (from-to)81-97
Number of pages17
JournalNumerical Linear Algebra with Applications
Volume21
Issue number1
DOIs
StatePublished - Nov 21 2012
Externally publishedYes

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