Superlinear convergence of the control reduced interior point method for PDE constrained optimization

被引:11
作者
Schiela, Anton [1 ]
Weiser, Martin [1 ]
机构
[1] Konrad Zuse Zentrum Informat Tech Berlin, D-14195 Berlin, Germany
关键词
interior point methods in function space; optimal control;
D O I
10.1007/s10589-007-9057-5
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
A thorough convergence analysis of the Control Reduced Interior Point Method in function space is performed. This recently proposed method is a primal interior point pathfollowing scheme with the special feature that the control variable is eliminated from the optimality system. Apart from global linear convergence we show that this method converges locally superlinearly, if the optimal solution satisfies a certain non-degeneracy condition. In numerical experiments we observe that a prototype implementation of our method behaves as predicted by our theoretical results.
引用
收藏
页码:369 / 393
页数:25
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