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SIAMMAX
2010
156views more  SIAMMAX 2010»
12 years 11 months ago
Preconditioned Conjugate Gradient Method for Optimal Control Problems with Control and State Constraints
Optimality systems and their linearizations arising in optimal control of partial differential equations with pointwise control and (regularized) state constraints are considered. ...
Roland Herzog, Ekkehard W. Sachs
SIAMJO
2010
128views more  SIAMJO 2010»
12 years 11 months ago
Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm
We propose a Newton-CG primal proximal point algorithm for solving large scale log-determinant optimization problems. Our algorithm employs the essential ideas of the proximal poi...
Chengjing Wang, Defeng Sun, Kim-Chuan Toh
SIAMSC
2008
179views more  SIAMSC 2008»
13 years 4 months ago
Multigrid Algorithms for Inverse Problems with Linear Parabolic PDE Constraints
Abstract. We present a multigrid algorithm for the solution of distributed parameter inverse problems constrained by variable-coefficient linear parabolic partial differential equa...
Santi S. Adavani, George Biros
CDC
2008
IEEE
175views Control Systems» more  CDC 2008»
13 years 11 months ago
Transformation of optimal control problems with a state constraint avoiding interior boundary conditions
— A well–known problem in constrained optimal control is the presence of interior boundary conditions for constrained arcs which require a–priori knowledge of the optimal sol...
Knut Graichen, Nicolas Petit, Andreas Kugi
SIAMCO
2010
153views more  SIAMCO 2010»
12 years 11 months ago
Optimal Control for an Elliptic System with Polygonal State Constraints
This work is devoted to stationary optimal control problems with polygonal constraints on the components of the state. Existence of Lagrange multipliers, of different regularity, i...
Karl Kunisch, Kewei Liang, Xiliang Lu